Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398224.4999 | 309728.4974 | 88496.0025 | 79594.5456 | -31033.0533 | 110627.5989 |
Total P&L (%) | 398.2245 | 309.7285 | 88.496 | 79.5945 | -31.0331 | 110.6276 |
Avg Daily Profit (%) | 0.3915 | 0.3045 | 0.087 | 0.0576 | -0.0365 | 0.0733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212380 | -209518 | -65966 | -504199 | -431190 | -119775 |
Profit Factor | 1.6322 | 1.7693 | 1.3894 | 1.0788 | 0.9527 | 1.312 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 58.4071 | 48.2143 | 68.4211 | 58.4071 | 48.2143 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.1623 | 1.9004 | 0.6412 | 0.7682 | 1.0232 | 0.6056 |
Largest Winning Trade | 217013 | 217013 | 34125 | 179089 | 179089 | 92956 |
Largest Losing Trade | -47998 | -47998 | -31278 | -87890 | -87890 | -52788 |
Avg Bars in Trades | 212 | 277 | 147 | 212 | 277 | 147 |
Avg Bars in Winners | 170 | 251 | 114 | 170 | 251 | 114 |
Avg Bars in Losers | 270 | 301 | 220 | 270 | 301 | 220 |
Bars Traded | 23966 | 15534 | 8432 | 23966 | 15534 | 8432 |
Profit Streak | 18.7542 | 0 | 67.5875 | 18.7542 | 0 | 67.5875 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474759 | -168880 | -254139 | -249623 | -759861 | -272930 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 210, "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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