Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293842.3568 | 1145616.2325 | 148226.1243 | 1022092.9424 | 980693.4061 | 41399.5363 |
Total P&L (%) | 1293.8424 | 1145.6162 | 148.2261 | 1022.0929 | 980.6934 | 41.3995 |
Avg Daily Profit (%) | 0.5405 | 0.4785 | 0.0619 | 0.101 | 0.0995 | 0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151065 | -102913 | -85804 | -1351354 | -920769 | -831163 |
Profit Factor | 3.0002 | 3.9713 | 1.5673 | 1.1754 | 1.3275 | 1.0146 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 50 | 41.6667 | 58.3333 | 50 | 41.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.0002 | 5.5598 | 1.1195 | 1.1754 | 1.8585 | 0.7247 |
Largest Winning Trade | 825194 | 825194 | 50181 | 1195957 | 1195957 | 508497 |
Largest Losing Trade | -54333 | -54333 | -42626 | -659646 | -628109 | -659646 |
Avg Bars in Trades | 62 | 90 | 34 | 62 | 90 | 34 |
Avg Bars in Winners | 84 | 138 | 45 | 84 | 138 | 45 |
Avg Bars in Losers | 40 | 56 | 18 | 40 | 56 | 18 |
Bars Traded | 4489 | 3265 | 1224 | 4489 | 3265 | 1224 |
Profit Streak | 0 | 117.2722 | 0 | 0 | 117.2722 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67099 | 532086 | -107456 | -169081 | -61076 | -380658 |
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 39, "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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