Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491387.1282 | 418295.859 | 73091.2692 | 662987.5218 | 599740.6303 | 63246.8915 |
Total P&L (%) | 491.3871 | 418.2959 | 73.0913 | 662.9875 | 599.7406 | 63.2469 |
Avg Daily Profit (%) | 0.231 | 0.1966 | 0.0344 | 0.0956 | 0.0915 | 0.023 |
Buy And Hold Return (%) | 52.7446 | 52.7446 | 52.7446 | 52.7446 | 52.7446 | 52.7446 |
Max Trade Drawdown | -116977 | -144353 | -50589 | -423279 | -396766 | -302986 |
Profit Factor | 2.1596 | 2.533 | 1.4844 | 1.393 | 1.6213 | 1.0876 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.8511 | 2.1711 | 1.2724 | 1.194 | 1.3897 | 0.9323 |
Largest Winning Trade | 156920 | 156920 | 29832 | 319134 | 319134 | 258963 |
Largest Losing Trade | -58645 | -58645 | -45693 | -275521 | -275521 | -179521 |
Avg Bars in Trades | 158 | 265 | 52 | 158 | 265 | 52 |
Avg Bars in Winners | 123 | 209 | 38 | 123 | 209 | 38 |
Avg Bars in Losers | 199 | 331 | 67 | 199 | 331 | 67 |
Bars Traded | 12395 | 10362 | 2033 | 12395 | 10362 | 2033 |
Profit Streak | 9.2227 | 0 | 32.2227 | 9.2227 | 0 | 32.2227 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25617 | 465852 | -190484 | -101915 | -67908 | -390637 |
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{ "first_band": { "type": "dcl", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 234, "offset": 70 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 234, "offset": 70 } } }
# | 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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