Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274570.0057 | 1233738.1891 | 40831.8166 | 22345880.6328 | 35167837.1788 | -12821956.5461 |
Total P&L (%) | 1274.57 | 1233.7382 | 40.8318 | 22345.8806 | 35167.8372 | -12821.9565 |
Avg Daily Profit (%) | 0.6869 | 0.6648 | 0.022 | 0.2922 | 0.3166 | 0 |
Buy And Hold Return (%) | 5722.6147 | 5722.6147 | 5722.6147 | 5722.6147 | 5722.6147 | 5722.6147 |
Max Trade Drawdown | -114795 | -75220 | -105609 | -17727318 | -6813149 | -15621014 |
Profit Factor | 2.4048 | 3.925 | 1.0841 | 1.2559 | 1.9003 | 0.7342 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 45.0199 | 42.4 | 47.619 | 45.0199 | 42.4 | 47.619 |
Ratio Avg Win / Avg Loss | 2.9368 | 5.332 | 1.1925 | 1.5338 | 2.5815 | 0.8077 |
Largest Winning Trade | 406395 | 406395 | 68613 | 9773805 | 9773805 | 8709432 |
Largest Losing Trade | -22933 | -21758 | -22933 | -4718532 | -3380096 | -4718532 |
Avg Bars in Trades | 86 | 85 | 87 | 86 | 85 | 87 |
Avg Bars in Winners | 128 | 137 | 120 | 128 | 137 | 120 |
Avg Bars in Losers | 52 | 47 | 58 | 52 | 47 | 58 |
Bars Traded | 21811 | 10743 | 11068 | 21811 | 10743 | 11068 |
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 | -149621 | -149938 | -458408 | 245553 | 320199 | -581923 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "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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