Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366951.6661 | 353150.102 | 13801.5641 | 126866.3941 | 65785.0961 | 61081.298 |
Total P&L (%) | 366.9517 | 353.1501 | 13.8016 | 126.8664 | 65.7851 | 61.0813 |
Avg Daily Profit (%) | 0.3523 | 0.339 | 0.0132 | 0.0787 | 0.0485 | 0.0458 |
Buy And Hold Return (%) | 104.4355 | 104.4355 | 104.4355 | 104.4355 | 104.4355 | 104.4355 |
Max Trade Drawdown | -114914 | -93244 | -25808 | -233286 | -251244 | -54496 |
Profit Factor | 1.8789 | 2.0143 | 1.1991 | 1.1456 | 1.0877 | 1.5037 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 49.5935 | 42.623 | 56.4516 | 49.5935 | 42.623 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.9097 | 2.7115 | 0.925 | 1.1643 | 1.4642 | 1.16 |
Largest Winning Trade | 335393 | 335393 | 7322 | 155957 | 155957 | 16341 |
Largest Losing Trade | -29125 | -29125 | -22202 | -92634 | -92634 | -22304 |
Avg Bars in Trades | 199 | 348 | 52 | 199 | 348 | 52 |
Avg Bars in Winners | 222 | 447 | 55 | 222 | 447 | 55 |
Avg Bars in Losers | 176 | 275 | 48 | 176 | 275 | 48 |
Bars Traded | 24521 | 21268 | 3253 | 24521 | 21268 | 3253 |
Profit Streak | 39.9082 | 40.6582 | 39.9082 | 39.9082 | 40.6582 | 39.9082 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414416 | -153974 | -496428 | -245589 | -581775 | -448575 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "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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