Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249068.3341 | 545066.8026 | -295998.4685 | -267311.9403 | -2982050.5307 | 2714738.5904 |
Total P&L (%) | 249.0683 | 545.0668 | -295.9985 | -267.3119 | -2982.0505 | 2714.7386 |
Avg Daily Profit (%) | 0.1368 | 0.2994 | -0.1626 | 0 | 0 | 0.1835 |
Buy And Hold Return (%) | 683.3416 | 683.3416 | 683.3416 | 683.3416 | 683.3416 | 683.3416 |
Max Trade Drawdown | -317711 | -120762 | -344272 | -5493194 | -4618511 | -1751863 |
Profit Factor | 1.1859 | 2.0018 | 0.628 | 0.9752 | 0.59 | 1.7759 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 100 | 45 | 55 | 110 | 60 | 50 |
Losing Trades | 106 | 58 | 48 | 96 | 43 | 53 |
Profitability (%) | 48.5437 | 43.6893 | 53.3981 | 53.3981 | 58.2524 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.2571 | 2.58 | 0.548 | 0.8511 | 0.4228 | 1.8824 |
Largest Winning Trade | 250181 | 250181 | 45690 | 1583298 | 717805 | 1583298 |
Largest Losing Trade | -280177 | -46055 | -280177 | -3196712 | -3196712 | -947832 |
Avg Bars in Trades | 105 | 101 | 108 | 105 | 101 | 108 |
Avg Bars in Winners | 117 | 112 | 122 | 96 | 95 | 97 |
Avg Bars in Losers | 93 | 93 | 93 | 115 | 110 | 118 |
Bars Traded | 21673 | 10474 | 11199 | 21673 | 10474 | 11199 |
Profit Streak | 0 | 0 | 0 | 20.6056 | 20.6056 | 25.4389 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191655 | -155820 | -580617 | -577790 | -579434 | 330992 |
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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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