Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634184.5053 | 624473.6895 | 9710.8159 | 281556.0114 | 712778.9775 | -431222.9661 |
Total P&L (%) | 634.1845 | 624.4737 | 9.7108 | 281.556 | 712.779 | -431.223 |
Avg Daily Profit (%) | 0.3498 | 0.3444 | 0.0054 | 0.0739 | 0.1156 | 0 |
Buy And Hold Return (%) | 192.774 | 192.774 | 192.774 | 192.774 | 192.774 | 192.774 |
Max Trade Drawdown | -120973 | -82527 | -92881 | -1449757 | -910259 | -691774 |
Profit Factor | 1.8903 | 2.7566 | 1.0272 | 1.0658 | 1.3335 | 0.7988 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 46.4286 | 44.6429 | 48.2143 | 46.4286 | 44.6429 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.1811 | 3.4182 | 1.1033 | 1.2297 | 1.6535 | 0.8579 |
Largest Winning Trade | 296980 | 296980 | 48624 | 829459 | 829459 | 311933 |
Largest Losing Trade | -48286 | -48286 | -47705 | -390589 | -390589 | -269259 |
Avg Bars in Trades | 94 | 118 | 69 | 94 | 118 | 69 |
Avg Bars in Winners | 133 | 179 | 91 | 133 | 179 | 91 |
Avg Bars in Losers | 59 | 69 | 50 | 59 | 69 | 50 |
Bars Traded | 10542 | 6633 | 3909 | 10542 | 6633 | 3909 |
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 | 322610 | -170504 | -722786 | -266057 | -221451 | -761527 |
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{ "first_band": { "type": "dcm", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "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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