Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321914.4044 | 1456198.1705 | -134283.7661 | -69959.1664 | 141764.0161 | -211723.1826 |
Total P&L (%) | 1321.9144 | 1456.1982 | -134.2838 | -69.9592 | 141.764 | -211.7232 |
Avg Daily Profit (%) | 0.6348 | 0.6993 | -0.0645 | -0.0577 | 0.0424 | 0 |
Buy And Hold Return (%) | 291.1329 | 291.1329 | 291.1329 | 291.1329 | 291.1329 | 291.1329 |
Max Trade Drawdown | -187304 | -81309 | -225060 | -229811 | -45531 | -259409 |
Profit Factor | 2.8325 | 8.3177 | 0.7429 | 0.8991 | 1.8196 | 0.5929 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 39.3939 | 45.4545 | 33.3333 | 39.3939 | 45.4545 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.3577 | 9.9812 | 1.4859 | 1.3832 | 2.1835 | 1.1858 |
Largest Winning Trade | 1509979 | 1509979 | 60674 | 174354 | 174354 | 60766 |
Largest Losing Trade | -53512 | -24411 | -53512 | -117438 | -26440 | -117438 |
Avg Bars in Trades | 347 | 179 | 515 | 347 | 179 | 515 |
Avg Bars in Winners | 560 | 200 | 1049 | 560 | 200 | 1049 |
Avg Bars in Losers | 209 | 161 | 248 | 209 | 161 | 248 |
Bars Traded | 22935 | 5921 | 17014 | 22935 | 5921 | 17014 |
Profit Streak | 0 | 0 | 306.9084 | 0 | 0 | 306.9084 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117483 | 637509 | -585029 | -712013 | -300391 | -585029 |
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{ "first_band": { "type": "dcu", "factors": { "length": 146, "offset": 228 } }, "second_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 146, "offset": 228 } }, "second_band": { "type": "dcm", "factors": { "length": 226, "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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