Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511300.2002 | 510341.8417 | 958.3585 | -39986.7625 | 3633501.2858 | -3673488.0483 |
Total P&L (%) | 511.3002 | 510.3418 | 0.9584 | -39.9868 | 3633.5013 | -3673.488 |
Avg Daily Profit (%) | 0.2045 | 0.2041 | 0.0004 | -0.0204 | 0.1449 | 0 |
Buy And Hold Return (%) | 833.6976 | 833.6976 | 833.6976 | 833.6976 | 833.6976 | 833.6976 |
Max Trade Drawdown | -147905 | -43407 | -137520 | -3858595 | -336986 | -4201043 |
Profit Factor | 2.0174 | 4.45 | 1.0027 | 0.994 | 4.5545 | 0.3425 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 61.1111 | 60 | 62.2222 | 61.1111 | 60 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.2838 | 2.9666 | 0.6088 | 0.6325 | 3.0363 | 0.2079 |
Largest Winning Trade | 173515 | 173515 | 50814 | 2107306 | 2107306 | 260965 |
Largest Losing Trade | -97246 | -35420 | -97246 | -2432305 | -280784 | -2432305 |
Avg Bars in Trades | 50 | 64 | 36 | 50 | 64 | 36 |
Avg Bars in Winners | 59 | 63 | 54 | 59 | 63 | 54 |
Avg Bars in Losers | 37 | 65 | 6 | 37 | 65 | 6 |
Bars Traded | 4548 | 2910 | 1638 | 4548 | 2910 | 1638 |
Profit Streak | 60.374 | 75.374 | 0 | 60.374 | 75.374 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152738 | -147986 | -575644 | -578537 | 311985 | -579127 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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