Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233633.5465 | 121641.3146 | 111992.2318 | 195594.2056 | -165609.6125 | 361203.8182 |
Total P&L (%) | 233.6335 | 121.6413 | 111.9922 | 195.5942 | -165.6096 | 361.2038 |
Avg Daily Profit (%) | 0.2243 | 0.1168 | 0.1075 | 0.1041 | 0 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119148 | -81128 | -86585 | -752273 | -511532 | -319210 |
Profit Factor | 1.2444 | 1.2442 | 1.2446 | 1.0639 | 0.9026 | 1.2652 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 228 | 105 | 123 | 228 | 105 | 123 |
Losing Trades | 281 | 150 | 131 | 281 | 150 | 131 |
Profitability (%) | 44.7937 | 41.1765 | 48.4252 | 44.7937 | 41.1765 | 48.4252 |
Ratio Avg Win / Avg Loss | 1.5336 | 1.7774 | 1.3256 | 1.3112 | 1.2894 | 1.3475 |
Largest Winning Trade | 68395 | 68395 | 24909 | 143953 | 109844 | 143953 |
Largest Losing Trade | -29721 | -19205 | -29721 | -124480 | -124480 | -79543 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 24803 | 12391 | 12412 | 24803 | 12391 | 12412 |
Profit Streak | 0 | 0 | 1.4229 | 0 | 0 | 1.4229 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335478 | -38905 | -52129 | -203622 | -581764 | 16573 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "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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