Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1824831.3506 | 1714853.1221 | 109978.2284 | 620765.1077 | -1195614.1343 | 1816379.242 |
Total P&L (%) | 1824.8314 | 1714.8531 | 109.9782 | 620.7651 | -1195.6141 | 1816.3792 |
Avg Daily Profit (%) | 0.8759 | 0.8231 | 0.0528 | 0.0949 | 0 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141179 | -123361 | -87512 | -3863313 | -3774745 | -2247045 |
Profit Factor | 4.0049 | 5.1945 | 1.5542 | 1.0492 | 0.8602 | 1.4461 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 45.1613 | 36.9565 | 53.1915 | 45.1613 | 36.9565 | 53.1915 |
Ratio Avg Win / Avg Loss | 4.8631 | 8.8612 | 1.3677 | 1.274 | 1.4674 | 1.2726 |
Largest Winning Trade | 1719501 | 1719501 | 58476 | 2529734 | 2529734 | 1240686 |
Largest Losing Trade | -41586 | -39415 | -41586 | -1655925 | -1076767 | -1655925 |
Avg Bars in Trades | 259 | 366 | 154 | 259 | 366 | 154 |
Avg Bars in Winners | 357 | 612 | 183 | 357 | 612 | 183 |
Avg Bars in Losers | 178 | 223 | 120 | 178 | 223 | 120 |
Bars Traded | 24118 | 16880 | 7238 | 24118 | 16880 | 7238 |
Profit Streak | 36.5123 | 0 | 100.0123 | 36.5123 | 0 | 100.0123 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 691454 | 580490 | -119329 | -233438 | -584110 | -831 |
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{ "first_band": { "type": "dcl", "factors": { "length": 112, "offset": 203 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 112, "offset": 203 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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