Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340383.7498 | 226908.8102 | 113474.9396 | -56819.5717 | 195347.1998 | -252166.7714 |
Total P&L (%) | 340.3838 | 226.9088 | 113.4749 | -56.8196 | 195.3472 | -252.1668 |
Avg Daily Profit (%) | 0.2406 | 0.1604 | 0.0802 | -0.0594 | 0.0766 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132559 | -43366 | -120759 | -555461 | -79102 | -531420 |
Profit Factor | 1.6894 | 2.4121 | 1.3407 | 0.9522 | 1.7086 | 0.7241 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 60 | 56.25 | 63.8298 | 60 | 56.25 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.1263 | 1.8761 | 0.7597 | 0.6348 | 1.3289 | 0.4103 |
Largest Winning Trade | 83710 | 83710 | 46340 | 127847 | 93847 | 127847 |
Largest Losing Trade | -97516 | -22479 | -97516 | -315009 | -50168 | -315009 |
Avg Bars in Trades | 86 | 59 | 114 | 86 | 59 | 114 |
Avg Bars in Winners | 84 | 68 | 98 | 84 | 68 | 98 |
Avg Bars in Losers | 90 | 46 | 143 | 90 | 46 | 143 |
Bars Traded | 8244 | 2842 | 5402 | 8244 | 2842 | 5402 |
Profit Streak | 28.7561 | 29.7561 | 0 | 28.7561 | 29.7561 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437327 | 479421 | -85302 | -578688 | -87117 | -578904 |
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{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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