Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100367.8677 | -55606.6313 | 155974.499 | 3574.8098 | -198344.9017 | 201919.7115 |
Total P&L (%) | 100.3679 | -55.6066 | 155.9745 | 3.5748 | -198.3449 | 201.9197 |
Avg Daily Profit (%) | 0.0965 | -0.0535 | 0.1499 | 0.0034 | 0 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156568 | -118343 | -60586 | -497673 | -294957 | -231440 |
Profit Factor | 1.2641 | 0.736 | 1.9205 | 1.0039 | 0.5725 | 1.4537 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 49.2958 | 41.6667 | 57.1429 | 49.2958 | 41.6667 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3002 | 1.0304 | 1.4404 | 1.0326 | 0.8015 | 1.0902 |
Largest Winning Trade | 66123 | 30897 | 66123 | 176168 | 51553 | 176168 |
Largest Losing Trade | -39685 | -33622 | -39685 | -115966 | -94193 | -115966 |
Avg Bars in Trades | 41 | 21 | 61 | 41 | 21 | 61 |
Avg Bars in Winners | 53 | 22 | 76 | 53 | 22 | 76 |
Avg Bars in Losers | 29 | 20 | 41 | 29 | 20 | 41 |
Bars Traded | 2920 | 771 | 2149 | 2920 | 771 | 2149 |
Profit Streak | 0 | 0 | 21.0976 | 0 | 0 | 21.0976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155857 | -582076 | 399650 | -661836 | -583743 | -48619 |
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{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 163, "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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