Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204800.9109 | 1241046.7652 | -36245.8543 | 321845.7382 | 1809334.8189 | -1487489.0808 |
Total P&L (%) | 1204.8009 | 1241.0468 | -36.2459 | 321.8457 | 1809.3348 | -1487.4891 |
Avg Daily Profit (%) | 0.6611 | 0.681 | -0.0199 | 0.079 | 0.162 | 0 |
Buy And Hold Return (%) | 789.1006 | 789.1006 | 789.1006 | 789.1006 | 789.1006 | 789.1006 |
Max Trade Drawdown | -176362 | -102452 | -130299 | -3164899 | -2648203 | -2670664 |
Profit Factor | 2.2348 | 3.4488 | 0.9227 | 1.0191 | 1.2018 | 0.8117 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 48.1308 | 47.6636 | 48.5981 | 48.1308 | 47.6636 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.4083 | 3.7869 | 0.9759 | 1.0982 | 1.3196 | 0.8585 |
Largest Winning Trade | 836302 | 836302 | 44747 | 2543006 | 2543006 | 748156 |
Largest Losing Trade | -41395 | -41395 | -39780 | -949515 | -949515 | -918439 |
Avg Bars in Trades | 16 | 21 | 11 | 16 | 21 | 11 |
Avg Bars in Winners | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Losers | 14 | 19 | 9 | 14 | 19 | 9 |
Bars Traded | 3524 | 2250 | 1274 | 3524 | 2250 | 1274 |
Profit Streak | 0 | 12.6932 | 0 | 0 | 12.6932 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246934 | 313924 | -581314 | -452098 | 71018 | -581314 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "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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