Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101579.0747 | 1063583.3805 | 37995.6942 | 1144275.9111 | 853452.7177 | 290823.1934 |
Total P&L (%) | 1101.5791 | 1063.5834 | 37.9957 | 1144.2759 | 853.4527 | 290.8232 |
Avg Daily Profit (%) | 0.5874 | 0.5671 | 0.0203 | 0.1345 | 0.1203 | 0.0727 |
Buy And Hold Return (%) | 294.7333 | 294.7333 | 294.7333 | 294.7333 | 294.7333 | 294.7333 |
Max Trade Drawdown | -158130 | -56247 | -112056 | -1397428 | -595343 | -821822 |
Profit Factor | 3.2264 | 6.2566 | 1.1299 | 1.2958 | 1.5212 | 1.1304 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 31.8841 | 31.4286 | 32.3529 | 31.8841 | 31.4286 | 32.3529 |
Ratio Avg Win / Avg Loss | 6.8927 | 13.6508 | 2.3626 | 2.7684 | 3.3189 | 2.3636 |
Largest Winning Trade | 817362 | 817362 | 64104 | 837544 | 737344 | 837544 |
Largest Losing Trade | -45508 | -24248 | -45508 | -381848 | -311397 | -381848 |
Avg Bars in Trades | 104 | 75 | 135 | 104 | 75 | 135 |
Avg Bars in Winners | 240 | 169 | 310 | 240 | 169 | 310 |
Avg Bars in Losers | 41 | 32 | 51 | 41 | 32 | 51 |
Bars Traded | 7232 | 2632 | 4600 | 7232 | 2632 | 4600 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98262 | 356456 | -414957 | -127516 | -39874 | -344500 |
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "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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