Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999682.816 | 1188508.8681 | -188826.0521 | -98780.9536 | 186451.8528 | -285232.8063 |
Total P&L (%) | 999.6828 | 1188.5089 | -188.8261 | -98.781 | 186.4519 | -285.2328 |
Avg Daily Profit (%) | 0.4191 | 0.4983 | -0.0792 | -0.1846 | 0.0441 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -394378 | -263453 | -217359 | -377683 | -203515 | -281106 |
Profit Factor | 1.7074 | 2.3954 | 0.6636 | 0.8872 | 1.3995 | 0.303 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 37.6712 | 35.6164 | 39.726 | 37.6712 | 35.6164 | 39.726 |
Ratio Avg Win / Avg Loss | 2.825 | 4.3301 | 1.0069 | 1.468 | 2.53 | 0.4597 |
Largest Winning Trade | 936775 | 936775 | 38387 | 342356 | 342356 | 33371 |
Largest Losing Trade | -43804 | -43804 | -34033 | -109300 | -96803 | -109300 |
Avg Bars in Trades | 64 | 97 | 31 | 64 | 97 | 31 |
Avg Bars in Winners | 81 | 138 | 31 | 81 | 138 | 31 |
Avg Bars in Losers | 53 | 75 | 31 | 53 | 75 | 31 |
Bars Traded | 9409 | 7131 | 2278 | 9409 | 7131 | 2278 |
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 | 314564 | -62401 | -655064 | -583519 | -209713 | -656731 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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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