Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83104.5866 | 26820.3201 | 56284.2666 | 92923.7635 | 35922.8786 | 57000.8849 |
Total P&L (%) | 83.1046 | 26.8203 | 56.2843 | 92.9238 | 35.9229 | 57.0009 |
Avg Daily Profit (%) | 0.3191 | 0.103 | 0.2161 | 0.2527 | 0.1179 | 0.1734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31637 | -14937 | -38969 | -85018 | -37004 | -101473 |
Profit Factor | 1.54 | 1.5264 | 1.5467 | 1.2656 | 1.3263 | 1.2377 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 46.1538 | 47.8261 | 44.4444 | 46.1538 | 47.8261 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7966 | 1.6651 | 1.9334 | 1.4765 | 1.4469 | 1.5471 |
Largest Winning Trade | 26279 | 10278 | 26279 | 57841 | 22941 | 57841 |
Largest Losing Trade | -11766 | -5431 | -11766 | -32538 | -12976 | -32538 |
Avg Bars in Trades | 266 | 42 | 495 | 266 | 42 | 495 |
Avg Bars in Winners | 334 | 44 | 652 | 334 | 44 | 652 |
Avg Bars in Losers | 209 | 41 | 370 | 209 | 41 | 370 |
Bars Traded | 24292 | 1974 | 22318 | 24292 | 1974 | 22318 |
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 | 311481 | -58470 | 218061 | 190659 | -40081 | 138636 |
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 100, "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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