Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457265.8735 | 1332753.499 | 124512.3746 | 3130221.657 | -588967.1458 | 3719188.8028 |
Total P&L (%) | 1457.2659 | 1332.7535 | 124.5124 | 3130.2217 | -588.9671 | 3719.1888 |
Avg Daily Profit (%) | 0.7887 | 0.7213 | 0.0674 | 0.1883 | 0 | 0.1973 |
Buy And Hold Return (%) | 77.357 | 77.357 | 77.357 | 77.357 | 77.357 | 77.357 |
Max Trade Drawdown | -91438 | -77169 | -41231 | -6646258 | -5681815 | -2516018 |
Profit Factor | 4.5529 | 7.356 | 1.6211 | 1.147 | 0.9478 | 1.3717 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 38.2022 | 28.8889 | 47.7273 | 38.2022 | 28.8889 | 47.7273 |
Ratio Avg Win / Avg Loss | 7.365 | 18.1071 | 1.7755 | 1.8554 | 2.3332 | 1.5023 |
Largest Winning Trade | 1202315 | 1202315 | 66062 | 3651253 | 3651253 | 2862519 |
Largest Losing Trade | -25951 | -21335 | -25951 | -1651134 | -1170258 | -1651134 |
Avg Bars in Trades | 116 | 86 | 148 | 116 | 86 | 148 |
Avg Bars in Winners | 210 | 198 | 217 | 210 | 198 | 217 |
Avg Bars in Losers | 59 | 40 | 85 | 59 | 40 | 85 |
Bars Traded | 10410 | 3884 | 6526 | 10410 | 3884 | 6526 |
Profit Streak | 0 | 0 | 44.1834 | 0 | 0 | 44.1834 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582697 | 302862 | -109648 | -54171 | -590609 | 337561 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 56 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 56 } }, "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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