Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098039.5895 | 1116240.8585 | -18201.269 | 166374.8752 | 37630.0013 | 128744.8739 |
Total P&L (%) | 1098.0396 | 1116.2409 | -18.2013 | 166.3749 | 37.63 | 128.7449 |
Avg Daily Profit (%) | 0.5833 | 0.593 | -0.0097 | 0.0521 | 0.017 | 0.044 |
Buy And Hold Return (%) | 204.2728 | 204.2728 | 204.2728 | 204.2728 | 204.2728 | 204.2728 |
Max Trade Drawdown | -141385 | -107233 | -91528 | -1455654 | -1383253 | -754692 |
Profit Factor | 2.5355 | 3.8172 | 0.9429 | 1.0292 | 1.0111 | 1.0554 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 34.6154 | 27.6923 | 41.5385 | 34.6154 | 27.6923 | 41.5385 |
Ratio Avg Win / Avg Loss | 4.7894 | 9.9671 | 1.3271 | 1.944 | 2.6402 | 1.4854 |
Largest Winning Trade | 861474 | 861474 | 54066 | 1154039 | 1154039 | 419469 |
Largest Losing Trade | -29999 | -28971 | -29999 | -287278 | -287278 | -239952 |
Avg Bars in Trades | 56 | 51 | 62 | 56 | 51 | 62 |
Avg Bars in Winners | 105 | 101 | 108 | 105 | 101 | 108 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 7398 | 3334 | 4064 | 7398 | 3334 | 4064 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339336 | -132606 | -714360 | -482122 | -693030 | -594755 |
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{ "first_band": { "type": "dcm", "factors": { "length": 13, "offset": 92 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 13, "offset": 92 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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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