Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492283.7077 | 624869.3397 | -132585.632 | -86965.9083 | 1719466.7137 | -1806432.622 |
Total P&L (%) | 492.2837 | 624.8693 | -132.5856 | -86.9659 | 1719.4667 | -1806.4326 |
Avg Daily Profit (%) | 0.2363 | 0.3 | -0.0637 | -0.0978 | 0.1394 | 0 |
Buy And Hold Return (%) | 41.7625 | 41.7625 | 41.7625 | 41.7625 | 41.7625 | 41.7625 |
Max Trade Drawdown | -305299 | -175813 | -202197 | -3857814 | -1808072 | -2059885 |
Profit Factor | 1.4227 | 1.8652 | 0.7003 | 0.9834 | 1.6664 | 0.3221 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 43.5484 | 39.7849 | 47.3118 | 43.5484 | 39.7849 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.8442 | 2.823 | 0.7799 | 1.2748 | 2.522 | 0.3587 |
Largest Winning Trade | 355013 | 355013 | 43983 | 1107328 | 1107328 | 277437 |
Largest Losing Trade | -44962 | -44962 | -44578 | -1725084 | -769482 | -1725084 |
Avg Bars in Trades | 131 | 218 | 44 | 131 | 218 | 44 |
Avg Bars in Winners | 156 | 279 | 53 | 156 | 279 | 53 |
Avg Bars in Losers | 112 | 179 | 36 | 112 | 179 | 36 |
Bars Traded | 24515 | 20366 | 4149 | 24515 | 20366 | 4149 |
Profit Streak | 8.8323 | 8.8323 | 58.4156 | 8.8323 | 8.8323 | 58.4156 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340544 | 317637 | -581568 | -579528 | -7003 | -581568 |
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{ "first_band": { "type": "dcl", "factors": { "length": 37, "offset": 148 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 37, "offset": 148 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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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