Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289676.0022 | 252811.4296 | 36864.5727 | 216342.494 | 310560.8813 | -94218.3872 |
Total P&L (%) | 289.676 | 252.8114 | 36.8646 | 216.3425 | 310.5609 | -94.2184 |
Avg Daily Profit (%) | 0.2781 | 0.2427 | 0.0354 | 0.1106 | 0.1357 | -0.2733 |
Buy And Hold Return (%) | 45.3438 | 45.3438 | 45.3438 | 45.3438 | 45.3438 | 45.3438 |
Max Trade Drawdown | -64467 | -61408 | -46967 | -562463 | -491306 | -333170 |
Profit Factor | 1.6288 | 1.9492 | 1.1897 | 1.1258 | 1.3427 | 0.8843 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 58.3333 | 56.25 | 60.4167 | 58.3333 | 56.25 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.1635 | 1.5161 | 0.7795 | 0.8041 | 1.0443 | 0.5794 |
Largest Winning Trade | 95327 | 95327 | 28405 | 210670 | 210670 | 159994 |
Largest Losing Trade | -56972 | -56972 | -45745 | -491306 | -491306 | -331354 |
Avg Bars in Trades | 253 | 404 | 102 | 253 | 404 | 102 |
Avg Bars in Winners | 169 | 248 | 95 | 169 | 248 | 95 |
Avg Bars in Losers | 371 | 604 | 113 | 371 | 604 | 113 |
Bars Traded | 24332 | 19410 | 4922 | 24332 | 19410 | 4922 |
Profit Streak | 17.408 | 0 | 63.6997 | 17.408 | 0 | 63.6997 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423285 | 418948 | -322502 | -128804 | -10759 | -578365 |
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{ "first_band": { "type": "dcl", "factors": { "length": 100, "offset": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 136 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 100, "offset": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 136 } } }
# | 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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