Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1443693.9272 | 1333403.7192 | 110290.208 | 12541488.5903 | 10545946.3077 | 1995542.2826 |
Total P&L (%) | 1443.6939 | 1333.4037 | 110.2902 | 12541.4886 | 10545.9463 | 1995.5423 |
Avg Daily Profit (%) | 0.7959 | 0.7351 | 0.0608 | 0.2671 | 0.2577 | 0.1679 |
Buy And Hold Return (%) | 513.5071 | 513.5071 | 513.5071 | 513.5071 | 513.5071 | 513.5071 |
Max Trade Drawdown | -80487 | -51863 | -63476 | -16249276 | -9313344 | -9107035 |
Profit Factor | 2.9526 | 4.7805 | 1.2852 | 1.2014 | 1.3323 | 1.0654 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Profitability (%) | 30.8756 | 31.4815 | 30.2752 | 30.8756 | 31.4815 | 30.2752 |
Ratio Avg Win / Avg Loss | 6.6102 | 10.4046 | 2.9599 | 2.6898 | 2.8997 | 2.4536 |
Largest Winning Trade | 884349 | 884349 | 76086 | 10153718 | 10153718 | 5370990 |
Largest Losing Trade | -26916 | -13799 | -26916 | -2204015 | -2204015 | -1810530 |
Avg Bars in Trades | 24 | 22 | 27 | 24 | 22 | 27 |
Avg Bars in Winners | 60 | 53 | 68 | 60 | 53 | 68 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 5377 | 2393 | 2984 | 5377 | 2393 | 2984 |
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 | 340800 | 345049 | -284071 | 114499 | 98363 | -149725 |
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|