Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376008.0724 | 288858.5002 | 87149.5722 | -36816.2493 | -113770.2981 | 76954.0488 |
Total P&L (%) | 376.0081 | 288.8585 | 87.1496 | -36.8162 | -113.7703 | 76.954 |
Avg Daily Profit (%) | 0.1974 | 0.1517 | 0.0458 | -0.0241 | 0 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248276 | -140745 | -128758 | -1121037 | -856909 | -562925 |
Profit Factor | 1.2191 | 1.2858 | 1.1235 | 0.994 | 0.9688 | 1.0306 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 215 | 91 | 124 | 215 | 91 | 124 |
Losing Trades | 277 | 155 | 122 | 277 | 155 | 122 |
Profitability (%) | 43.6992 | 36.9919 | 50.4065 | 43.6992 | 36.9919 | 50.4065 |
Ratio Avg Win / Avg Loss | 1.5707 | 2.1902 | 1.1054 | 1.2807 | 1.6501 | 1.014 |
Largest Winning Trade | 205833 | 205833 | 35776 | 642750 | 642750 | 149560 |
Largest Losing Trade | -39652 | -39652 | -28957 | -285704 | -144199 | -285704 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 14 | 22 | 7 | 14 | 22 | 7 |
Avg Bars in Losers | 9 | 12 | 5 | 9 | 12 | 5 |
Bars Traded | 5650 | 3983 | 1667 | 5650 | 3983 | 1667 |
Profit Streak | 14.6251 | 0 | 18.2918 | 14.6251 | 0 | 18.2918 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334387 | 153619 | -214788 | -578122 | -582049 | -338045 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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