Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89430.5365 | 53028.5688 | 36401.9677 | 98448.9656 | 73184.4764 | 25264.4893 |
Total P&L (%) | 89.4305 | 53.0286 | 36.402 | 98.449 | 73.1845 | 25.2645 |
Avg Daily Profit (%) | 0.6438 | 0.3817 | 0.2621 | 0.4946 | 0.3961 | 0.1623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46833 | -45379 | -28232 | -62096 | -36248 | -53397 |
Profit Factor | 1.3198 | 1.3759 | 1.2626 | 1.2881 | 1.4703 | 1.1357 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 51.5789 | 51.4085 | 51.7483 | 51.5789 | 51.4085 | 51.7483 |
Ratio Avg Win / Avg Loss | 1.239 | 1.3005 | 1.1773 | 1.2092 | 1.3897 | 1.059 |
Largest Winning Trade | 29790 | 29790 | 11458 | 22800 | 22800 | 14300 |
Largest Losing Trade | -19424 | -15115 | -19424 | -20207 | -11892 | -20207 |
Avg Bars in Trades | 45 | 48 | 41 | 45 | 48 | 41 |
Avg Bars in Winners | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Losers | 46 | 55 | 36 | 46 | 55 | 36 |
Bars Traded | 12860 | 6897 | 5963 | 12860 | 6897 | 5963 |
Profit Streak | 125.7514 | 0 | 125.8035 | 125.7514 | 0 | 125.8035 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435577 | 245312 | 154839 | 382702 | 311229 | -68605 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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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