Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280035.9381 | 1256450.7561 | 23585.182 | 1281198.3717 | 4810069.4877 | -3528871.116 |
Total P&L (%) | 1280.0359 | 1256.4508 | 23.5852 | 1281.1984 | 4810.0695 | -3528.8711 |
Avg Daily Profit (%) | 0.6962 | 0.6834 | 0.0128 | 0.1429 | 0.212 | 0 |
Buy And Hold Return (%) | 632.4304 | 632.4304 | 632.4304 | 632.4304 | 632.4304 | 632.4304 |
Max Trade Drawdown | -144784 | -83340 | -99891 | -9186590 | -3124234 | -7620076 |
Profit Factor | 3.0545 | 5.734 | 1.0659 | 1.0555 | 1.6175 | 0.7694 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 40.6593 | 41.3043 | 40 | 40.6593 | 41.3043 | 40 |
Ratio Avg Win / Avg Loss | 4.4579 | 8.1484 | 1.5989 | 1.5404 | 2.2985 | 1.1541 |
Largest Winning Trade | 877021 | 877021 | 76459 | 2927760 | 2927760 | 2217515 |
Largest Losing Trade | -62441 | -19197 | -62441 | -4490463 | -1244260 | -4490463 |
Avg Bars in Trades | 234 | 242 | 226 | 234 | 242 | 226 |
Avg Bars in Winners | 340 | 319 | 361 | 340 | 319 | 361 |
Avg Bars in Losers | 162 | 188 | 136 | 162 | 188 | 136 |
Bars Traded | 21372 | 11167 | 10205 | 21372 | 11167 | 10205 |
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 | 287838 | 367806 | -492175 | -170344 | 284195 | -582934 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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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