Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290260.044 | 43432.1071 | 246827.9369 | 297913.3159 | -19683.4547 | 317596.7706 |
Total P&L (%) | 290.26 | 43.4321 | 246.8279 | 297.9133 | -19.6835 | 317.5968 |
Avg Daily Profit (%) | 0.1905 | 0.0285 | 0.162 | 0.0907 | -0.0144 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96854 | -74108 | -44567 | -216994 | -144722 | -93824 |
Profit Factor | 1.6128 | 1.1705 | 2.1277 | 1.3445 | 0.9587 | 1.8181 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 48.4536 | 38.7755 | 58.3333 | 48.4536 | 38.7755 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.7157 | 1.8481 | 1.5198 | 1.4304 | 1.5137 | 1.2986 |
Largest Winning Trade | 75156 | 61906 | 75156 | 89644 | 75101 | 89644 |
Largest Losing Trade | -37391 | -26782 | -37391 | -61049 | -60691 | -61049 |
Avg Bars in Trades | 60 | 32 | 89 | 60 | 32 | 89 |
Avg Bars in Winners | 85 | 34 | 119 | 85 | 34 | 119 |
Avg Bars in Losers | 38 | 31 | 47 | 38 | 31 | 47 |
Bars Traded | 5914 | 1606 | 4308 | 5914 | 1606 | 4308 |
Profit Streak | 0 | 0 | 17.7848 | 0 | 0 | 17.7848 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369005 | -192886 | 470812 | -71870 | -582269 | -63581 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "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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