Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732837.3268 | 583117.0134 | 149720.3134 | 1671803.5056 | 274124.2097 | 1397679.2958 |
Total P&L (%) | 732.8373 | 583.117 | 149.7203 | 1671.8035 | 274.1242 | 1397.6793 |
Avg Daily Profit (%) | 0.3043 | 0.2421 | 0.0622 | 0.1194 | 0.0548 | 0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148060 | -78532 | -226227 | -2563838 | -2218814 | -1179607 |
Profit Factor | 1.3094 | 1.5142 | 1.1212 | 1.0867 | 1.0282 | 1.146 |
Total Trades | 1167 | 584 | 583 | 1167 | 584 | 583 |
Winning Trades | 397 | 201 | 196 | 397 | 201 | 196 |
Losing Trades | 770 | 383 | 387 | 770 | 383 | 387 |
Profitability (%) | 34.0189 | 34.4178 | 33.6192 | 34.0189 | 34.4178 | 33.6192 |
Ratio Avg Win / Avg Loss | 2.5396 | 2.8853 | 2.2139 | 2.1077 | 1.9593 | 2.2627 |
Largest Winning Trade | 270896 | 270896 | 49546 | 771052 | 771052 | 690055 |
Largest Losing Trade | -20187 | -18928 | -20187 | -326843 | -326843 | -268760 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 14407 | 7068 | 7339 | 14407 | 7068 | 7339 |
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 | 358829 | 274153 | -199566 | -157415 | -311382 | -104925 |
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{ "first_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hl2", "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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