Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290441.8125 | 206389.4773 | 84052.3352 | 843554.7896 | 533610.683 | 309944.1067 |
Total P&L (%) | 290.4418 | 206.3895 | 84.0523 | 843.5548 | 533.6107 | 309.9441 |
Avg Daily Profit (%) | 0.2788 | 0.1981 | 0.0807 | 0.2157 | 0.1774 | 0.1355 |
Buy And Hold Return (%) | 55.106 | 55.106 | 55.106 | 55.106 | 55.106 | 55.106 |
Max Trade Drawdown | -81897 | -56126 | -29689 | -287164 | -260394 | -111124 |
Profit Factor | 1.8703 | 1.9025 | 1.8002 | 1.6421 | 1.5582 | 1.8659 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 58.8608 | 58.2278 | 59.4937 | 58.8608 | 58.2278 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.3072 | 1.3648 | 1.2257 | 1.1477 | 1.1179 | 1.2704 |
Largest Winning Trade | 55406 | 55406 | 14161 | 197547 | 197547 | 49317 |
Largest Losing Trade | -24684 | -24684 | -11818 | -180693 | -180693 | -52411 |
Avg Bars in Trades | 153 | 263 | 43 | 153 | 263 | 43 |
Avg Bars in Winners | 124 | 207 | 42 | 124 | 207 | 42 |
Avg Bars in Losers | 195 | 341 | 45 | 195 | 341 | 45 |
Bars Traded | 24266 | 20799 | 3467 | 24266 | 20799 | 3467 |
Profit Streak | 29.9269 | 29.9269 | 55.3852 | 29.9269 | 29.9269 | 55.3852 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452176 | -17416 | -117857 | 473404 | -15567 | -35470 |
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{ "first_band": { "type": "dcl", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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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