Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748593.9355 | 681564.7234 | 67029.2122 | 3734920.9099 | 6611784.0254 | -2876863.1155 |
Total P&L (%) | 748.5939 | 681.5647 | 67.0292 | 3734.9209 | 6611.784 | -2876.8631 |
Avg Daily Profit (%) | 0.2994 | 0.2726 | 0.0268 | 0.1459 | 0.1684 | 0 |
Buy And Hold Return (%) | 882.5565 | 882.5565 | 882.5565 | 882.5565 | 882.5565 | 882.5565 |
Max Trade Drawdown | -105928 | -50505 | -90237 | -2980981 | -1475405 | -3762207 |
Profit Factor | 2.6312 | 4.4101 | 1.2587 | 1.3754 | 3.1411 | 0.5808 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 53.2609 | 56.5217 | 50 | 53.2609 | 56.5217 | 50 |
Ratio Avg Win / Avg Loss | 2.309 | 3.3924 | 1.2587 | 1.2069 | 2.4163 | 0.5808 |
Largest Winning Trade | 185597 | 185597 | 59860 | 2580934 | 2580934 | 519239 |
Largest Losing Trade | -68124 | -42011 | -68124 | -2130570 | -733125 | -2130570 |
Avg Bars in Trades | 49 | 64 | 34 | 49 | 64 | 34 |
Avg Bars in Winners | 62 | 72 | 52 | 62 | 72 | 52 |
Avg Bars in Losers | 34 | 54 | 16 | 34 | 54 | 16 |
Bars Traded | 4555 | 2969 | 1586 | 4555 | 2969 | 1586 |
Profit Streak | 68.8334 | 110.8334 | 0 | 68.8334 | 110.8334 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150645 | -147485 | -322937 | 70600 | 577516 | -580704 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 8 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "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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