Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443896.9672 | 374138.6666 | 69758.3007 | 98556.8585 | 871230.6983 | -772673.8398 |
Total P&L (%) | 443.897 | 374.1387 | 69.7583 | 98.5569 | 871.2307 | -772.6738 |
Avg Daily Profit (%) | 0.235 | 0.1981 | 0.0369 | 0.0363 | 0.1204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256898 | -190859 | -120122 | -2598876 | -1283136 | -1484130 |
Profit Factor | 1.4687 | 1.689 | 1.1727 | 1.0195 | 1.3642 | 0.7094 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 46.7033 | 41.7582 | 51.6484 | 46.7033 | 41.7582 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.6761 | 2.3558 | 1.0978 | 1.1634 | 1.9027 | 0.6641 |
Largest Winning Trade | 238580 | 238580 | 43268 | 830885 | 830885 | 296941 |
Largest Losing Trade | -41510 | -41510 | -37593 | -1018213 | -425145 | -1018213 |
Avg Bars in Trades | 121 | 177 | 65 | 121 | 177 | 65 |
Avg Bars in Winners | 142 | 221 | 78 | 142 | 221 | 78 |
Avg Bars in Losers | 102 | 145 | 50 | 102 | 145 | 50 |
Bars Traded | 22059 | 16133 | 5926 | 22059 | 16133 | 5926 |
Profit Streak | 0 | 0 | 52.5708 | 0 | 0 | 52.5708 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353426 | 262386 | -173723 | -343775 | -33749 | -580312 |
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "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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