Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191753.0582 | 148827.0818 | 42925.9764 | 102552.7477 | 30213.0837 | 72339.664 |
Total P&L (%) | 191.7531 | 148.8271 | 42.926 | 102.5527 | 30.2131 | 72.3397 |
Avg Daily Profit (%) | 0.3682 | 0.2858 | 0.0824 | 0.1356 | 0.0507 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94815 | -89342 | -9033 | -308602 | -298590 | -17071 |
Profit Factor | 1.6291 | 1.5906 | 1.8123 | 1.172 | 1.0579 | 1.9705 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 55.4455 | 52 | 58.8235 | 55.4455 | 52 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.3091 | 1.4683 | 1.2686 | 0.9418 | 0.9765 | 1.3793 |
Largest Winning Trade | 84018 | 84018 | 14131 | 168152 | 168152 | 22970 |
Largest Losing Trade | -56062 | -56062 | -5818 | -233594 | -233594 | -9399 |
Avg Bars in Trades | 239 | 442 | 40 | 239 | 442 | 40 |
Avg Bars in Winners | 209 | 394 | 50 | 209 | 394 | 50 |
Avg Bars in Losers | 276 | 494 | 26 | 276 | 494 | 26 |
Bars Traded | 24176 | 22119 | 2057 | 24176 | 22119 | 2057 |
Profit Streak | 7.6637 | 0 | 19.8512 | 7.6637 | 0 | 19.8512 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436147 | -170150 | -260561 | -43858 | -467133 | -228771 |
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{ "first_band": { "type": "dcl", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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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