Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312908.0272 | 259764.611 | 53143.4162 | 426923.4921 | 207796.184 | 219127.3081 |
Total P&L (%) | 312.908 | 259.7646 | 53.1434 | 426.9235 | 207.7962 | 219.1273 |
Avg Daily Profit (%) | 0.3004 | 0.2494 | 0.051 | 0.1597 | 0.108 | 0.1115 |
Buy And Hold Return (%) | 33.468 | 33.468 | 33.468 | 33.468 | 33.468 | 33.468 |
Max Trade Drawdown | -88261 | -103693 | -51714 | -617872 | -703622 | -142276 |
Profit Factor | 1.3084 | 1.3902 | 1.1523 | 1.1175 | 1.0855 | 1.1818 |
Total Trades | 519 | 259 | 260 | 519 | 259 | 260 |
Winning Trades | 234 | 109 | 125 | 234 | 109 | 125 |
Losing Trades | 285 | 150 | 135 | 285 | 150 | 135 |
Profitability (%) | 45.0867 | 42.0849 | 48.0769 | 45.0867 | 42.0849 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.5935 | 1.9132 | 1.2444 | 1.361 | 1.4939 | 1.2763 |
Largest Winning Trade | 67955 | 67955 | 15190 | 239095 | 239095 | 57771 |
Largest Losing Trade | -19356 | -19356 | -11432 | -163842 | -163842 | -45864 |
Avg Bars in Trades | 47 | 80 | 14 | 47 | 80 | 14 |
Avg Bars in Winners | 63 | 115 | 18 | 63 | 115 | 18 |
Avg Bars in Losers | 35 | 55 | 12 | 35 | 55 | 12 |
Bars Traded | 24805 | 20921 | 3884 | 24805 | 20921 | 3884 |
Profit Streak | 0 | 9.9062 | 0 | 0 | 9.9062 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378956 | 294290 | -187117 | -83246 | -177398 | -64728 |
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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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