Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91374.0666 | 8428.2885 | 82945.7781 | 99864.8149 | 20296.1833 | 79568.6316 |
Total P&L (%) | 91.3741 | 8.4283 | 82.9458 | 99.8648 | 20.2962 | 79.5686 |
Avg Daily Profit (%) | 0.3509 | 0.0324 | 0.3185 | 0.2663 | 0.071 | 0.225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38138 | -39135 | -30786 | -48643 | -41073 | -41743 |
Profit Factor | 1.6211 | 1.1113 | 2.1619 | 1.5489 | 1.2326 | 1.8404 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 48.5714 | 42.8571 | 54.2857 | 48.5714 | 42.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.7164 | 1.4817 | 1.8205 | 1.64 | 1.6435 | 1.5498 |
Largest Winning Trade | 22862 | 17049 | 22862 | 24386 | 24386 | 23216 |
Largest Losing Trade | -30786 | -9569 | -30786 | -41743 | -11374 | -41743 |
Avg Bars in Trades | 350 | 344 | 357 | 350 | 344 | 357 |
Avg Bars in Winners | 447 | 411 | 476 | 447 | 411 | 476 |
Avg Bars in Losers | 259 | 293 | 216 | 259 | 293 | 216 |
Bars Traded | 24562 | 12052 | 12510 | 24562 | 12052 | 12510 |
Profit Streak | 3.5869 | 0 | 23.0973 | 3.5869 | 0 | 23.0973 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89350 | -417725 | 481047 | -90426 | -108254 | 429952 |
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{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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