Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948654.1406 | 818417.667 | 130236.4736 | 7822764.7042 | 2067248.9592 | 5755515.7449 |
Total P&L (%) | 948.6541 | 818.4177 | 130.2365 | 7822.7647 | 2067.249 | 5755.5157 |
Avg Daily Profit (%) | 0.5233 | 0.4514 | 0.0718 | 0.2415 | 0.1698 | 0.2247 |
Buy And Hold Return (%) | 484.4937 | 484.4937 | 484.4937 | 484.4937 | 484.4937 | 484.4937 |
Max Trade Drawdown | -143339 | -129330 | -131487 | -5933271 | -5895916 | -1780893 |
Profit Factor | 1.6587 | 1.9485 | 1.2256 | 1.3215 | 1.1237 | 1.7548 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 196 | 90 | 106 | 196 | 90 | 106 |
Losing Trades | 224 | 120 | 104 | 224 | 120 | 104 |
Profitability (%) | 46.6667 | 42.8571 | 50.4762 | 46.6667 | 42.8571 | 50.4762 |
Ratio Avg Win / Avg Loss | 1.8957 | 2.598 | 1.2025 | 1.5103 | 1.4983 | 1.7217 |
Largest Winning Trade | 209987 | 209987 | 45269 | 2905352 | 2905352 | 2145298 |
Largest Losing Trade | -38828 | -33675 | -38828 | -1461933 | -1461933 | -1016368 |
Avg Bars in Trades | 12 | 18 | 7 | 12 | 18 | 7 |
Avg Bars in Winners | 15 | 23 | 9 | 15 | 23 | 9 |
Avg Bars in Losers | 10 | 13 | 5 | 10 | 13 | 5 |
Bars Traded | 5386 | 3824 | 1562 | 5386 | 3824 | 1562 |
Profit Streak | 0 | 40.9972 | 0 | 0 | 40.9972 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286208 | 142478 | -262291 | 392229 | -79579 | 448537 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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