Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378972.3333 | 295815.7465 | 83156.5869 | 1966481.585 | 1471707.6076 | 494773.9774 |
Total P&L (%) | 378.9723 | 295.8157 | 83.1566 | 1966.4816 | 1471.7076 | 494.774 |
Avg Daily Profit (%) | 0.3638 | 0.284 | 0.0798 | 0.2912 | 0.2648 | 0.1713 |
Buy And Hold Return (%) | 210.5842 | 210.5842 | 210.5842 | 210.5842 | 210.5842 | 210.5842 |
Max Trade Drawdown | -61248 | -52459 | -24981 | -288834 | -265287 | -89714 |
Profit Factor | 2.7588 | 2.9554 | 2.2955 | 2.7748 | 2.9114 | 2.4637 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 61.4458 | 63.4146 | 59.5238 | 61.4458 | 63.4146 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.731 | 1.705 | 1.5609 | 1.741 | 1.6796 | 1.6753 |
Largest Winning Trade | 50844 | 44279 | 50844 | 344662 | 335909 | 344662 |
Largest Losing Trade | -29616 | -29616 | -9180 | -265287 | -265287 | -62058 |
Avg Bars in Trades | 273 | 443 | 107 | 273 | 443 | 107 |
Avg Bars in Winners | 226 | 331 | 117 | 226 | 331 | 117 |
Avg Bars in Losers | 348 | 637 | 92 | 348 | 637 | 92 |
Bars Traded | 22705 | 18189 | 4516 | 22705 | 18189 | 4516 |
Profit Streak | 0 | 104.3601 | 0 | 0 | 104.3601 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235619 | -22707 | -246495 | 525462 | 623208 | 316444 |
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{ "first_band": { "type": "dcl", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "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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