Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43381.5666 | 27469.8538 | 15911.7127 | 48828.1624 | 33000.7604 | 15827.402 |
Total P&L (%) | 43.3816 | 27.4699 | 15.9117 | 48.8282 | 33.0008 | 15.8274 |
Avg Daily Profit (%) | 0.833 | 0.5275 | 0.3055 | 0.7664 | 0.5491 | 0.2825 |
Buy And Hold Return (%) | 13.8468 | 13.8468 | 13.8468 | 13.8468 | 13.8468 | 13.8468 |
Max Trade Drawdown | -12679 | -14167 | -9349 | -12973 | -14239 | -9622 |
Profit Factor | 1.5799 | 1.5629 | 1.6117 | 1.6281 | 1.6554 | 1.5778 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 61.6822 | 66.6667 | 56.6038 | 61.6822 | 66.6667 | 56.6038 |
Ratio Avg Win / Avg Loss | 0.9814 | 0.7815 | 1.2356 | 1.0114 | 0.8277 | 1.2096 |
Largest Winning Trade | 7910 | 7764 | 7910 | 10723 | 10723 | 7896 |
Largest Losing Trade | -10422 | -10422 | -3756 | -11012 | -11012 | -3868 |
Avg Bars in Trades | 229 | 324 | 132 | 229 | 324 | 132 |
Avg Bars in Winners | 215 | 254 | 169 | 215 | 254 | 169 |
Avg Bars in Losers | 252 | 466 | 85 | 252 | 466 | 85 |
Bars Traded | 24576 | 17536 | 7040 | 24576 | 17536 | 7040 |
Profit Streak | 2.2768 | 3.633 | 2.2768 | 2.2768 | 3.633 | 2.2768 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313111 | -176154 | -291248 | 380703 | -172973 | -293497 |
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{ "first_band": { "type": "dcl", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "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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