Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211569.0219 | 1203706.2824 | 7862.7395 | 547722.2238 | 1203768.1573 | -656045.9335 |
Total P&L (%) | 1211.569 | 1203.7063 | 7.8627 | 547.7222 | 1203.7682 | -656.0459 |
Avg Daily Profit (%) | 0.6677 | 0.6633 | 0.0043 | 0.103 | 0.1416 | 0 |
Buy And Hold Return (%) | 608.7759 | 608.7759 | 608.7759 | 608.7759 | 608.7759 | 608.7759 |
Max Trade Drawdown | -129328 | -110063 | -26908 | -3364357 | -2717583 | -906054 |
Profit Factor | 3.9388 | 4.4783 | 1.1188 | 1.093 | 1.2545 | 0.4344 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 55.1724 | 51.7241 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.2003 | 4.1798 | 0.7897 | 0.8881 | 1.1709 | 0.3066 |
Largest Winning Trade | 918817 | 918817 | 9896 | 2112052 | 2112052 | 93616 |
Largest Losing Trade | -78067 | -78067 | -17456 | -1624799 | -1624799 | -659154 |
Avg Bars in Trades | 362 | 713 | 10 | 362 | 713 | 10 |
Avg Bars in Winners | 310 | 653 | 9 | 310 | 653 | 9 |
Avg Bars in Losers | 424 | 778 | 12 | 424 | 778 | 12 |
Bars Traded | 20996 | 20689 | 307 | 20996 | 20689 | 307 |
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 | -166732 | 451370 | -443027 | -519536 | -10648 | -579437 |
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{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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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