Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79930.1843 | 9109.8149 | 70820.3694 | 93051.4384 | 9686.7794 | 83364.6591 |
Total P&L (%) | 79.9302 | 9.1098 | 70.8204 | 93.0514 | 9.6868 | 83.3647 |
Avg Daily Profit (%) | 0.3069 | 0.035 | 0.2719 | 0.2529 | 0.0355 | 0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43869 | -33073 | -22996 | -55932 | -42925 | -44953 |
Profit Factor | 1.4451 | 1.0975 | 1.822 | 1.3497 | 1.0722 | 1.6315 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 53.6913 | 45.9459 | 61.3333 | 53.6913 | 45.9459 | 61.3333 |
Ratio Avg Win / Avg Loss | 1.2464 | 1.2912 | 1.1487 | 1.1641 | 1.2615 | 1.0286 |
Largest Winning Trade | 23153 | 23153 | 13783 | 31808 | 31808 | 13771 |
Largest Losing Trade | -15045 | -15045 | -14594 | -30224 | -21284 | -30224 |
Avg Bars in Trades | 163 | 130 | 194 | 163 | 130 | 194 |
Avg Bars in Winners | 162 | 151 | 171 | 162 | 151 | 171 |
Avg Bars in Losers | 163 | 113 | 231 | 163 | 113 | 231 |
Bars Traded | 24288 | 9689 | 14599 | 24288 | 9689 | 14599 |
Profit Streak | 0 | 20.8144 | 0 | 0 | 20.8144 | 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 | 323380 | -492083 | -46025 | 285770 | -519168 | -46724 |
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{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 37, "offset": 233 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 37, "offset": 233 } } }
# | 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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