Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248087.814 | 10748.9563 | 237338.8576 | 195446.7915 | -63178.6033 | 258625.3947 |
Total P&L (%) | 248.0878 | 10.749 | 237.3389 | 195.4468 | -63.1786 | 258.6254 |
Avg Daily Profit (%) | 0.1631 | 0.0071 | 0.156 | 0.0712 | -0.0657 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88660 | -85107 | -43432 | -137359 | -130691 | -52827 |
Profit Factor | 1.5652 | 1.042 | 2.2982 | 1.3003 | 0.8402 | 2.0126 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 50.5882 | 39.5349 | 61.9048 | 50.5882 | 39.5349 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.5288 | 1.5936 | 1.4143 | 1.2701 | 1.2851 | 1.2386 |
Largest Winning Trade | 69853 | 61906 | 69853 | 76040 | 76040 | 72762 |
Largest Losing Trade | -28679 | -28679 | -26175 | -45974 | -45974 | -39050 |
Avg Bars in Trades | 69 | 37 | 102 | 69 | 37 | 102 |
Avg Bars in Winners | 96 | 43 | 131 | 96 | 43 | 131 |
Avg Bars in Losers | 41 | 33 | 55 | 41 | 33 | 55 |
Bars Traded | 5914 | 1602 | 4312 | 5914 | 1602 | 4312 |
Profit Streak | 0 | 0 | 15.18 | 0 | 0 | 15.18 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375297 | -503126 | 456525 | -97418 | -583130 | -75921 |
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "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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