Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106656.8556 | 61083.75 | 45573.1057 | 121115.2284 | 88816.1527 | 32299.0757 |
Total P&L (%) | 106.6569 | 61.0838 | 45.5731 | 121.1152 | 88.8162 | 32.2991 |
Avg Daily Profit (%) | 0.4096 | 0.2346 | 0.175 | 0.3052 | 0.2444 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66383 | -20485 | -63479 | -135059 | -46125 | -126085 |
Profit Factor | 1.4247 | 1.5458 | 1.3273 | 1.2668 | 1.4737 | 1.1212 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 58.6826 | 53.5714 | 63.8554 | 58.6826 | 53.5714 | 63.8554 |
Ratio Avg Win / Avg Loss | 1.0031 | 1.3397 | 0.7513 | 0.892 | 1.2772 | 0.6347 |
Largest Winning Trade | 25337 | 25337 | 14178 | 38493 | 38493 | 24231 |
Largest Losing Trade | -28559 | -10210 | -28559 | -47326 | -15066 | -47326 |
Avg Bars in Trades | 147 | 71 | 224 | 147 | 71 | 224 |
Avg Bars in Winners | 134 | 80 | 180 | 134 | 80 | 180 |
Avg Bars in Losers | 165 | 60 | 301 | 165 | 60 | 301 |
Bars Traded | 24626 | 6002 | 18625 | 24626 | 6002 | 18625 |
Profit Streak | 4.8338 | 17.3546 | 4.8338 | 4.8338 | 17.3546 | 4.8338 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446102 | 333384 | 202986 | 319256 | 341935 | -139784 |
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{ "first_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "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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