Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92652.3871 | 51851.8323 | 40800.5547 | 106291.3359 | 75241.8247 | 31049.5112 |
Total P&L (%) | 92.6524 | 51.8518 | 40.8006 | 106.2913 | 75.2418 | 31.0495 |
Avg Daily Profit (%) | 0.3558 | 0.1991 | 0.1567 | 0.2784 | 0.2157 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23651 | -30549 | -26083 | -40691 | -38715 | -48219 |
Profit Factor | 1.5984 | 1.5897 | 1.6098 | 1.4325 | 1.5693 | 1.2734 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 44.8276 | 38.6364 | 51.1628 | 44.8276 | 38.6364 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.9673 | 2.5249 | 1.5366 | 1.7631 | 2.4923 | 1.2155 |
Largest Winning Trade | 34652 | 34652 | 18295 | 51168 | 51168 | 17379 |
Largest Losing Trade | -11583 | -11583 | -6813 | -14040 | -13331 | -14040 |
Avg Bars in Trades | 278 | 289 | 267 | 278 | 289 | 267 |
Avg Bars in Winners | 407 | 448 | 376 | 407 | 448 | 376 |
Avg Bars in Losers | 173 | 189 | 153 | 173 | 189 | 153 |
Bars Traded | 24228 | 12730 | 11498 | 24228 | 12730 | 11498 |
Profit Streak | 5.9722 | 14.2431 | 0 | 5.9722 | 14.2431 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341799 | 168769 | 250307 | 281504 | 212908 | -58579 |
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 91 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 91 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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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