Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242875.1117 | 234502.8881 | 8372.2236 | 225437.8281 | 243370.744 | -17932.9159 |
Total P&L (%) | 242.8751 | 234.5029 | 8.3722 | 225.4378 | 243.3707 | -17.9329 |
Avg Daily Profit (%) | 0.2332 | 0.2251 | 0.008 | 0.1133 | 0.1185 | -0.019 |
Buy And Hold Return (%) | 85.4964 | 85.4964 | 85.4964 | 85.4964 | 85.4964 | 85.4964 |
Max Trade Drawdown | -95621 | -84754 | -16213 | -455099 | -404912 | -63926 |
Profit Factor | 1.7625 | 1.8412 | 1.2105 | 1.2318 | 1.284 | 0.8446 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 49.5652 | 43.8596 | 55.1724 | 49.5652 | 43.8596 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.7934 | 2.3567 | 0.9835 | 1.2534 | 1.6435 | 0.6862 |
Largest Winning Trade | 138216 | 138216 | 8150 | 396000 | 396000 | 19808 |
Largest Losing Trade | -31099 | -31099 | -5628 | -177943 | -177943 | -34017 |
Avg Bars in Trades | 210 | 415 | 8 | 210 | 415 | 8 |
Avg Bars in Winners | 205 | 456 | 9 | 205 | 456 | 9 |
Avg Bars in Losers | 214 | 384 | 6 | 214 | 384 | 6 |
Bars Traded | 24184 | 23708 | 476 | 24184 | 23708 | 476 |
Profit Streak | 12.0656 | 0 | 43.1906 | 12.0656 | 0 | 43.1906 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315084 | -174453 | -528117 | -44688 | -219401 | -758897 |
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{ "first_band": { "type": "dcl", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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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