Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176380.3566 | 1207329.2937 | -30948.9371 | 345657.843 | 1639178.7505 | -1293520.9075 |
Total P&L (%) | 1176.3804 | 1207.3293 | -30.9489 | 345.6578 | 1639.1788 | -1293.5209 |
Avg Daily Profit (%) | 0.5213 | 0.535 | -0.0137 | 0.0662 | 0.1266 | 0 |
Buy And Hold Return (%) | 484.4504 | 484.4504 | 484.4504 | 484.4504 | 484.4504 | 484.4504 |
Max Trade Drawdown | -162858 | -78180 | -172254 | -1616827 | -564441 | -1503801 |
Profit Factor | 3.0776 | 6.1161 | 0.9063 | 1.0785 | 2.1177 | 0.5598 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 36.5079 | 31.25 | 41.9355 | 36.5079 | 31.25 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.3524 | 13.4554 | 1.2549 | 1.8756 | 4.6589 | 0.7751 |
Largest Winning Trade | 827882 | 827882 | 50861 | 1339259 | 1339259 | 338450 |
Largest Losing Trade | -60281 | -29779 | -60281 | -1057422 | -133474 | -1057422 |
Avg Bars in Trades | 96 | 69 | 123 | 96 | 69 | 123 |
Avg Bars in Winners | 197 | 150 | 234 | 197 | 150 | 234 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 6065 | 2237 | 3828 | 6065 | 2237 | 3828 |
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 | -143894 | 305909 | -582287 | -559884 | -29605 | -583954 |
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{ "first_band": { "type": "dcm", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "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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