Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311648.8974 | 320850.2094 | -9201.312 | -101734.1843 | 88140.7951 | -189874.9794 |
Total P&L (%) | 311.6489 | 320.8502 | -9.2013 | -101.7342 | 88.1408 | -189.875 |
Avg Daily Profit (%) | 0.2208 | 0.2273 | -0.0065 | 0 | 0.0448 | 0 |
Buy And Hold Return (%) | 17.4789 | 17.4789 | 17.4789 | 17.4789 | 17.4789 | 17.4789 |
Max Trade Drawdown | -136891 | -95927 | -198761 | -178797 | -28677 | -236403 |
Profit Factor | 1.2338 | 1.6635 | 0.9892 | 0.7856 | 1.8211 | 0.4827 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 226 | 112 | 114 | 176 | 93 | 83 |
Losing Trades | 165 | 83 | 82 | 215 | 102 | 113 |
Profitability (%) | 57.8005 | 57.4359 | 58.1633 | 45.0128 | 47.6923 | 42.3469 |
Ratio Avg Win / Avg Loss | 0.9008 | 1.2327 | 0.7115 | 0.9596 | 1.9973 | 0.6572 |
Largest Winning Trade | 35064 | 35064 | 32697 | 32264 | 31511 | 32264 |
Largest Losing Trade | -101904 | -47553 | -101904 | -122396 | -18796 | -122396 |
Avg Bars in Trades | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Winners | 38 | 32 | 44 | 45 | 38 | 52 |
Avg Bars in Losers | 48 | 35 | 62 | 41 | 29 | 51 |
Bars Traded | 16749 | 6588 | 10160 | 16749 | 6588 | 10160 |
Profit Streak | 474.4755 | 474.4755 | 519.0588 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367325 | 428698 | -577827 | -580673 | -131365 | -583283 |
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 103 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 103 } } }
# | 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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