Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61869.3279 | 17404.6527 | 44464.6752 | 69209.1816 | 16369.0745 | 52840.1071 |
Total P&L (%) | 61.8693 | 17.4047 | 44.4647 | 69.2092 | 16.3691 | 52.8401 |
Avg Daily Profit (%) | 0.7127 | 0.2005 | 0.5122 | 0.6077 | 0.1748 | 0.4899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23587 | -17885 | -13526 | -22797 | -17179 | -12419 |
Profit Factor | 1.7989 | 1.3773 | 2.4201 | 1.8386 | 1.3236 | 2.6544 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 53.2468 | 48.7179 | 57.8947 | 53.2468 | 48.7179 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.5796 | 1.4498 | 1.7601 | 1.6144 | 1.3932 | 1.9305 |
Largest Winning Trade | 24476 | 23277 | 24476 | 33626 | 27063 | 33626 |
Largest Losing Trade | -12746 | -12746 | -10146 | -12735 | -12735 | -9539 |
Avg Bars in Trades | 318 | 268 | 369 | 318 | 268 | 369 |
Avg Bars in Winners | 319 | 270 | 361 | 319 | 270 | 361 |
Avg Bars in Losers | 317 | 266 | 380 | 317 | 266 | 380 |
Bars Traded | 24522 | 10469 | 14053 | 24522 | 10469 | 14053 |
Profit Streak | 0.4053 | 0.4053 | 7.1657 | 0.4053 | 0.4053 | 7.1657 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36100 | -6403 | 499464 | -36432 | -7641 | 533397 |
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{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "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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