Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2358261.2217 | 2383385.6904 | -25124.4687 | 241781.183 | 3046335.188 | -2804554.0051 |
Total P&L (%) | 2358.2612 | 2383.3857 | -25.1245 | 241.7812 | 3046.3352 | -2804.554 |
Avg Daily Profit (%) | 1.132 | 1.144 | -0.0121 | 0.059 | 0.1657 | 0 |
Buy And Hold Return (%) | 157.7501 | 157.7501 | 157.7501 | 157.7501 | 157.7501 | 157.7501 |
Max Trade Drawdown | -167907 | -111133 | -115233 | -5413445 | -2706428 | -2965184 |
Profit Factor | 3.797 | 7.2239 | 0.9454 | 1.0212 | 1.5661 | 0.535 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Losing Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Profitability (%) | 39.0863 | 43.8776 | 34.3434 | 39.0863 | 43.8776 | 34.3434 |
Ratio Avg Win / Avg Loss | 5.9174 | 9.2399 | 1.8074 | 1.5915 | 2.0032 | 1.0229 |
Largest Winning Trade | 2386043 | 2386043 | 50408 | 5523724 | 5523724 | 454788 |
Largest Losing Trade | -43149 | -35176 | -43149 | -1487440 | -1201057 | -1487440 |
Avg Bars in Trades | 124 | 107 | 140 | 124 | 107 | 140 |
Avg Bars in Winners | 228 | 191 | 276 | 228 | 191 | 276 |
Avg Bars in Losers | 57 | 42 | 69 | 57 | 42 | 69 |
Bars Traded | 24483 | 10563 | 13919 | 24483 | 10563 | 13919 |
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 | 617545 | 695488 | -584379 | -323456 | 284105 | -585490 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 199 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 199 } }, "second_band": { "type": "hilo", "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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