Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156713.6894 | 93602.8411 | 63110.8483 | 150672.0655 | 83556.7607 | 67115.3048 |
Total P&L (%) | 156.7137 | 93.6028 | 63.1108 | 150.6721 | 83.5568 | 67.1153 |
Avg Daily Profit (%) | 0.3009 | 0.1797 | 0.1212 | 0.1766 | 0.1167 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82059 | -54913 | -52194 | -65778 | -42094 | -39893 |
Profit Factor | 1.6352 | 1.693 | 1.5654 | 1.8049 | 1.8379 | 1.7673 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 65.3846 | 61.5385 | 69.2308 | 65.3846 | 61.5385 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.8657 | 1.0581 | 0.6957 | 0.9555 | 1.1487 | 0.7855 |
Largest Winning Trade | 70407 | 70407 | 31962 | 45049 | 45049 | 20910 |
Largest Losing Trade | -30157 | -30157 | -23657 | -26396 | -26396 | -16144 |
Avg Bars in Trades | 313 | 320 | 306 | 313 | 320 | 306 |
Avg Bars in Winners | 284 | 289 | 279 | 284 | 289 | 279 |
Avg Bars in Losers | 369 | 370 | 368 | 369 | 370 | 368 |
Bars Traded | 24464 | 12504 | 11960 | 24464 | 12504 | 11960 |
Profit Streak | 34.5102 | 116.5519 | 34.5102 | 34.5102 | 116.5519 | 34.5102 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26737 | 434108 | -28723 | -27472 | -32341 | -57962 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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