Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597674.059 | 512614.7081 | 85059.3509 | 731044.1078 | 1879481.8599 | -1148437.7521 |
Total P&L (%) | 597.6741 | 512.6147 | 85.0594 | 731.0441 | 1879.4819 | -1148.4378 |
Avg Daily Profit (%) | 0.2387 | 0.2047 | 0.034 | 0.0846 | 0.1193 | 0 |
Buy And Hold Return (%) | 13.7506 | 13.7506 | 13.7506 | 13.7506 | 13.7506 | 13.7506 |
Max Trade Drawdown | -147545 | -131454 | -96438 | -3412557 | -2057930 | -1868304 |
Profit Factor | 1.4157 | 1.6909 | 1.1222 | 1.0468 | 1.2436 | 0.8549 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 183 | 87 | 96 | 183 | 87 | 96 |
Losing Trades | 251 | 130 | 121 | 251 | 130 | 121 |
Profitability (%) | 42.1659 | 40.0922 | 44.2396 | 42.1659 | 40.0922 | 44.2396 |
Ratio Avg Win / Avg Loss | 1.9417 | 2.5267 | 1.4145 | 1.4357 | 1.8583 | 1.0775 |
Largest Winning Trade | 107669 | 107669 | 44829 | 1497546 | 1497546 | 622996 |
Largest Losing Trade | -44192 | -27345 | -44192 | -1140638 | -345890 | -1140638 |
Avg Bars in Trades | 11 | 12 | 9 | 11 | 12 | 9 |
Avg Bars in Winners | 17 | 21 | 13 | 17 | 21 | 13 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4972 | 2812 | 2160 | 4972 | 2812 | 2160 |
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 | 351714 | 298325 | -235521 | -249167 | -35471 | -580493 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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