Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316502.1708 | 55448.3517 | 261053.8192 | 436370.5272 | 22727.1797 | 413643.3475 |
Total P&L (%) | 316.5022 | 55.4484 | 261.0538 | 436.3705 | 22.7272 | 413.6433 |
Avg Daily Profit (%) | 0.2075 | 0.0364 | 0.1712 | 0.1102 | 0.0134 | 0.1074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92371 | -75897 | -46036 | -196490 | -178074 | -81301 |
Profit Factor | 1.7078 | 1.2213 | 2.3276 | 1.4412 | 1.0399 | 1.9878 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 49.4624 | 42.5532 | 56.5217 | 49.4624 | 42.5532 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.7449 | 1.6488 | 1.7904 | 1.4726 | 1.4038 | 1.529 |
Largest Winning Trade | 75477 | 61906 | 75477 | 102742 | 102742 | 90748 |
Largest Losing Trade | -33037 | -26782 | -33037 | -75246 | -75246 | -69067 |
Avg Bars in Trades | 63 | 34 | 93 | 63 | 34 | 93 |
Avg Bars in Winners | 90 | 40 | 128 | 90 | 40 | 128 |
Avg Bars in Losers | 37 | 30 | 47 | 37 | 30 | 47 |
Bars Traded | 5914 | 1624 | 4290 | 5914 | 1624 | 4290 |
Profit Streak | 0 | 0 | 19.0911 | 0 | 0 | 19.0911 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394589 | -147396 | 478278 | -44884 | -359470 | -44404 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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