Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144195.0461 | 1073342.1587 | 70852.8874 | 1968477.8586 | 2110548.1961 | -142070.3375 |
Total P&L (%) | 1144.195 | 1073.3422 | 70.8529 | 1968.4779 | 2110.5482 | -142.0703 |
Avg Daily Profit (%) | 0.6288 | 0.5899 | 0.0389 | 0.1666 | 0.1703 | 0 |
Buy And Hold Return (%) | 598.7408 | 598.7408 | 598.7408 | 598.7408 | 598.7408 | 598.7408 |
Max Trade Drawdown | -102289 | -92872 | -54548 | -1833484 | -1302212 | -1514103 |
Profit Factor | 3.1066 | 4.5978 | 1.2894 | 1.2106 | 1.4052 | 0.9657 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.1013 | 48.7179 | 47.5 | 48.1013 | 48.7179 | 47.5 |
Ratio Avg Win / Avg Loss | 3.3519 | 4.8398 | 1.4252 | 1.3062 | 1.4791 | 1.0673 |
Largest Winning Trade | 580418 | 580418 | 42481 | 2561656 | 2561656 | 616021 |
Largest Losing Trade | -51741 | -51741 | -50547 | -881761 | -881761 | -833464 |
Avg Bars in Trades | 130 | 198 | 63 | 130 | 198 | 63 |
Avg Bars in Winners | 177 | 265 | 88 | 177 | 265 | 88 |
Avg Bars in Losers | 86 | 135 | 40 | 86 | 135 | 40 |
Bars Traded | 10293 | 7755 | 2539 | 10293 | 7755 | 2539 |
Profit Streak | 0 | 83.1417 | 0 | 0 | 83.1417 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21859 | 384436 | -307592 | -27581 | 214050 | -580055 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 72, "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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