Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101281.7974 | 87502.4976 | 13779.2998 | 23673.9975 | 31588.0886 | -7914.091 |
Total P&L (%) | 101.2818 | 87.5025 | 13.7793 | 23.674 | 31.5881 | -7.9141 |
Avg Daily Profit (%) | 0.1945 | 0.168 | 0.0265 | 0.0408 | 0.0527 | -0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102076 | -64441 | -47669 | -66651 | -48661 | -68382 |
Profit Factor | 1.3377 | 1.5962 | 1.09 | 1.0881 | 1.2734 | 0.9484 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 56.8421 | 55.3191 | 58.3333 | 56.8421 | 55.3191 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0157 | 1.2892 | 0.7786 | 0.8261 | 1.0285 | 0.6774 |
Largest Winning Trade | 111704 | 111704 | 33139 | 37563 | 37563 | 23411 |
Largest Losing Trade | -29567 | -28352 | -29567 | -47247 | -27054 | -47247 |
Avg Bars in Trades | 256 | 257 | 254 | 256 | 257 | 254 |
Avg Bars in Winners | 234 | 262 | 207 | 234 | 262 | 207 |
Avg Bars in Losers | 285 | 250 | 321 | 285 | 250 | 321 |
Bars Traded | 24328 | 12091 | 12237 | 24328 | 12091 | 12237 |
Profit Streak | 0 | 39.0274 | 0 | 0 | 39.0274 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304540 | 375530 | -328342 | -267572 | -124372 | -580177 |
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 198, "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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