Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573760.1417 | 508252.5261 | 65507.6156 | 573245.4673 | 675669.8119 | -102424.3446 |
Total P&L (%) | 573.7601 | 508.2525 | 65.5076 | 573.2455 | 675.6698 | -102.4243 |
Avg Daily Profit (%) | 0.2294 | 0.2032 | 0.0262 | 0.0763 | 0.0819 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158891 | -78355 | -106608 | -913338 | -603818 | -728365 |
Profit Factor | 1.4492 | 1.996 | 1.0854 | 1.0955 | 1.2662 | 0.9704 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 151 | 78 | 73 | 151 | 78 | 73 |
Losing Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Profitability (%) | 51.0135 | 52.7027 | 49.3243 | 51.0135 | 52.7027 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.3916 | 1.7913 | 1.1152 | 1.052 | 1.1363 | 0.997 |
Largest Winning Trade | 125077 | 125077 | 66544 | 358038 | 354098 | 358038 |
Largest Losing Trade | -41582 | -32145 | -41582 | -287047 | -218147 | -287047 |
Avg Bars in Trades | 32 | 22 | 43 | 32 | 22 | 43 |
Avg Bars in Winners | 38 | 22 | 55 | 38 | 22 | 55 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 9746 | 3289 | 6457 | 9746 | 3289 | 6457 |
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 | 394712 | 443644 | -285180 | -204477 | -82799 | -581203 |
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "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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