Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923035.6496 | 768120.6274 | 154915.0222 | 9992128.3617 | 20799695.4675 | -10807567.1058 |
Total P&L (%) | 923.0357 | 768.1206 | 154.915 | 9992.1284 | 20799.6955 | -10807.5671 |
Avg Daily Profit (%) | 0.3998 | 0.3327 | 0.0671 | 0.2001 | 0.2317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107025 | -89844 | -109411 | -47163664 | -35737788 | -24113741 |
Profit Factor | 2.081 | 2.7339 | 1.3771 | 1.0447 | 1.1631 | 0.8874 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 55.102 | 58.1081 | 52.0548 | 55.102 | 58.1081 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.6956 | 1.9709 | 1.2683 | 0.8512 | 0.8385 | 0.8173 |
Largest Winning Trade | 162341 | 162341 | 82187 | 29314798 | 29314798 | 15268558 |
Largest Losing Trade | -30572 | -30096 | -30572 | -15966623 | -15966623 | -9515248 |
Avg Bars in Trades | 43 | 31 | 56 | 43 | 31 | 56 |
Avg Bars in Winners | 51 | 31 | 74 | 51 | 31 | 74 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 6437 | 2326 | 4111 | 6437 | 2326 | 4111 |
Profit Streak | 40.7935 | 40.7935 | 41.7935 | 40.7935 | 40.7935 | 41.7935 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585299 | -47753 | -173488 | -162430 | -96659 | -651482 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "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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