Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41096.1701 | -14562.9021 | 55659.0723 | 26121.4308 | -30478.9398 | 56600.3705 |
Total P&L (%) | 41.0962 | -14.5629 | 55.6591 | 26.1214 | -30.4789 | 56.6004 |
Avg Daily Profit (%) | 0.1578 | -0.0559 | 0.2137 | 0.0892 | -0.1395 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39547 | -37023 | -22713 | -65405 | -45963 | -35681 |
Profit Factor | 1.2594 | 0.8622 | 2.0553 | 1.1206 | 0.7913 | 1.8022 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 41.4286 | 34.2857 | 48.5714 | 41.4286 | 34.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.7805 | 1.6525 | 2.1762 | 1.5843 | 1.5167 | 1.9082 |
Largest Winning Trade | 30103 | 30103 | 16510 | 34495 | 34495 | 17456 |
Largest Losing Trade | -21000 | -21000 | -7266 | -36761 | -36761 | -12276 |
Avg Bars in Trades | 349 | 386 | 311 | 349 | 386 | 311 |
Avg Bars in Winners | 444 | 364 | 501 | 444 | 364 | 501 |
Avg Bars in Losers | 281 | 398 | 132 | 281 | 398 | 132 |
Bars Traded | 24457 | 13539 | 10918 | 24457 | 13539 | 10918 |
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 | -97423 | -585516 | 314226 | -267665 | -585516 | 286183 |
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{ "first_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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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