Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849781.3488 | 814649.6714 | 35131.6774 | 10420.6163 | -70220.3463 | 80640.9626 |
Total P&L (%) | 849.7813 | 814.6497 | 35.1317 | 10.4206 | -70.2203 | 80.641 |
Avg Daily Profit (%) | 0.3681 | 0.3529 | 0.0152 | 0.0043 | -0.0525 | 0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304803 | -186758 | -239211 | -323090 | -273244 | -88956 |
Profit Factor | 1.3905 | 1.7306 | 1.0331 | 1.006 | 0.927 | 1.1054 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 233 | 104 | 129 | 233 | 104 | 129 |
Losing Trades | 375 | 200 | 175 | 375 | 200 | 175 |
Profitability (%) | 38.3224 | 34.2105 | 42.4342 | 38.3224 | 34.2105 | 42.4342 |
Ratio Avg Win / Avg Loss | 2.238 | 3.3281 | 1.4015 | 1.6192 | 1.7826 | 1.4996 |
Largest Winning Trade | 488754 | 488754 | 43413 | 225027 | 225027 | 49448 |
Largest Losing Trade | -36911 | -36911 | -30887 | -51185 | -51185 | -48263 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 17 | 22 | 13 | 17 | 22 | 13 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6876 | 3811 | 3065 | 6876 | 3811 | 3065 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364878 | 280669 | -360905 | -553636 | -582828 | -264836 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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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