Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173081.066 | 81770.5207 | 91310.5453 | 148436.4662 | 95628.3755 | 52808.0908 |
Total P&L (%) | 173.0811 | 81.7705 | 91.3105 | 148.4365 | 95.6284 | 52.8081 |
Avg Daily Profit (%) | 0.3323 | 0.157 | 0.1753 | 0.1749 | 0.1289 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72198 | -23666 | -68004 | -206733 | -45836 | -179199 |
Profit Factor | 1.5866 | 2.0977 | 1.414 | 1.294 | 1.7763 | 1.1383 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 62 | 66 | 58 | 62 | 66 | 58 |
Ratio Avg Win / Avg Loss | 0.9725 | 1.0806 | 1.024 | 0.7931 | 0.9151 | 0.8243 |
Largest Winning Trade | 23589 | 14960 | 23589 | 49361 | 25253 | 49361 |
Largest Losing Trade | -58888 | -23666 | -58888 | -82359 | -43969 | -82359 |
Avg Bars in Trades | 245 | 75 | 414 | 245 | 75 | 414 |
Avg Bars in Winners | 148 | 70 | 238 | 148 | 70 | 238 |
Avg Bars in Losers | 401 | 85 | 658 | 401 | 85 | 658 |
Bars Traded | 24506 | 3765 | 20740 | 24506 | 3765 | 20740 |
Profit Streak | 8.4364 | 54.0406 | 8.4364 | 8.4364 | 54.0406 | 8.4364 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406737 | -167434 | -170724 | 293903 | -197881 | -334310 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 184, "offset": 160 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 184, "offset": 160 } } }
# | 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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