Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1647806.7546 | 1529661.4521 | 118145.3026 | 13655745.0296 | 10081837.6638 | 3573907.3658 |
Total P&L (%) | 1647.8068 | 1529.6615 | 118.1453 | 13655.745 | 10081.8377 | 3573.9074 |
Avg Daily Profit (%) | 0.9041 | 0.8393 | 0.0648 | 0.2705 | 0.254 | 0.1979 |
Buy And Hold Return (%) | 671.9282 | 671.9282 | 671.9282 | 671.9282 | 671.9282 | 671.9282 |
Max Trade Drawdown | -110809 | -56327 | -66781 | -13380023 | -9041010 | -8948778 |
Profit Factor | 3.302 | 5.4085 | 1.3203 | 1.2709 | 1.3872 | 1.1467 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Profitability (%) | 35.1351 | 34.7826 | 35.4839 | 35.1351 | 34.7826 | 35.4839 |
Ratio Avg Win / Avg Loss | 6.0961 | 10.141 | 2.4006 | 2.3463 | 2.6009 | 2.0849 |
Largest Winning Trade | 967260 | 967260 | 76166 | 9673462 | 9673462 | 5214045 |
Largest Losing Trade | -26616 | -14381 | -26616 | -2679538 | -2551692 | -2679538 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 3586 | 1615 | 1971 | 3586 | 1615 | 1971 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401827 | 370825 | -276503 | 184454 | 154020 | -56836 |
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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