Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512588.7417 | 438251.6391 | 74337.1026 | 376458.4366 | 360802.8586 | 15655.578 |
Total P&L (%) | 512.5887 | 438.2516 | 74.3371 | 376.4584 | 360.8029 | 15.6556 |
Avg Daily Profit (%) | 0.2148 | 0.1836 | 0.0311 | 0.0654 | 0.064 | 0.0061 |
Buy And Hold Return (%) | 110.2576 | 110.2576 | 110.2576 | 110.2576 | 110.2576 | 110.2576 |
Max Trade Drawdown | -114855 | -79151 | -98854 | -181592 | -172961 | -118169 |
Profit Factor | 1.4962 | 1.8121 | 1.1507 | 1.2886 | 1.5221 | 1.0255 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 64.3478 | 63.4783 | 65.2174 | 64.3478 | 63.4783 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.829 | 1.0426 | 0.6137 | 0.714 | 0.8757 | 0.5469 |
Largest Winning Trade | 89810 | 89810 | 60747 | 96149 | 96149 | 46609 |
Largest Losing Trade | -69170 | -69170 | -38621 | -151100 | -151100 | -117546 |
Avg Bars in Trades | 61 | 88 | 34 | 61 | 88 | 34 |
Avg Bars in Winners | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Losers | 99 | 159 | 37 | 99 | 159 | 37 |
Bars Traded | 14106 | 10121 | 3985 | 14106 | 10121 | 3985 |
Profit Streak | 0 | 79.0519 | 0 | 0 | 79.0519 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331151 | 377198 | -371766 | -106891 | -107607 | -542852 |
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "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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