Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79684.7331 | 48461.3341 | 31223.3991 | 78820.1295 | 63122.5094 | 15697.6201 |
Total P&L (%) | 79.6847 | 48.4613 | 31.2234 | 78.8201 | 63.1225 | 15.6976 |
Avg Daily Profit (%) | 0.5736 | 0.3489 | 0.2248 | 0.4193 | 0.3529 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43843 | -44471 | -27346 | -53715 | -36611 | -48497 |
Profit Factor | 1.2661 | 1.3217 | 1.2099 | 1.2214 | 1.3851 | 1.0817 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 51.5152 | 50.6757 | 52.349 | 51.5152 | 50.6757 | 52.349 |
Ratio Avg Win / Avg Loss | 1.1917 | 1.2865 | 1.1013 | 1.1496 | 1.3481 | 0.9847 |
Largest Winning Trade | 29790 | 29790 | 11458 | 23148 | 23148 | 13134 |
Largest Losing Trade | -19972 | -15115 | -19972 | -20113 | -12421 | -20113 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 45 | 51 | 38 | 45 | 51 | 38 |
Bars Traded | 12860 | 6900 | 5960 | 12860 | 6900 | 5960 |
Profit Streak | 140.3321 | 0 | 140.3842 | 140.3321 | 0 | 140.3842 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404314 | 208223 | 118725 | 346979 | 259814 | -195885 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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