Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910568.1591 | 841433.6931 | 69134.466 | 1140922.0253 | 3884439.4184 | -2743517.3932 |
Total P&L (%) | 910.5682 | 841.4337 | 69.1345 | 1140.922 | 3884.4394 | -2743.5174 |
Avg Daily Profit (%) | 0.5027 | 0.4645 | 0.0382 | 0.1391 | 0.2036 | 0 |
Buy And Hold Return (%) | 497.8248 | 497.8248 | 497.8248 | 497.8248 | 497.8248 | 497.8248 |
Max Trade Drawdown | -153082 | -126853 | -89357 | -5653544 | -2105028 | -3895514 |
Profit Factor | 2.4909 | 3.9438 | 1.2128 | 1.1103 | 1.8358 | 0.518 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.3171 | 56.0976 | 58.5366 | 57.3171 | 56.0976 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.855 | 3.0864 | 0.8591 | 0.8269 | 1.4367 | 0.3669 |
Largest Winning Trade | 306613 | 306613 | 51295 | 4435654 | 4435654 | 558785 |
Largest Losing Trade | -77679 | -60547 | -77679 | -3035614 | -1287553 | -3035614 |
Avg Bars in Trades | 260 | 233 | 287 | 260 | 233 | 287 |
Avg Bars in Winners | 293 | 279 | 306 | 293 | 279 | 306 |
Avg Bars in Losers | 217 | 175 | 261 | 217 | 175 | 261 |
Bars Traded | 21385 | 9593 | 11792 | 21385 | 9593 | 11792 |
Profit Streak | 0 | 0 | 139.212 | 0 | 0 | 139.212 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -485 | 330870 | -307711 | -120483 | 405616 | -578674 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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