Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470110.5191 | 400088.3197 | 70022.1994 | 422202.281 | 483468.3282 | -61266.0472 |
Total P&L (%) | 470.1105 | 400.0883 | 70.0222 | 422.2023 | 483.4683 | -61.266 |
Avg Daily Profit (%) | 0.1878 | 0.1598 | 0.028 | 0.066 | 0.0705 | -0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98986 | -43855 | -87399 | -550151 | -207786 | -436999 |
Profit Factor | 1.9835 | 2.9587 | 1.2558 | 1.2498 | 1.689 | 0.938 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 40.625 | 54.8387 | 47.619 | 40.625 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.1818 | 4.3243 | 1.0342 | 1.3748 | 2.4686 | 0.7725 |
Largest Winning Trade | 161800 | 161800 | 80759 | 257615 | 257615 | 186454 |
Largest Losing Trade | -59718 | -28316 | -59718 | -263336 | -128838 | -263336 |
Avg Bars in Trades | 73 | 24 | 124 | 73 | 24 | 124 |
Avg Bars in Winners | 127 | 30 | 201 | 127 | 30 | 201 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 4623 | 769 | 3854 | 4623 | 769 | 3854 |
Profit Streak | 0 | 0 | 328.1639 | 0 | 0 | 328.1639 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140640 | 342992 | -153726 | -256894 | -99034 | -578805 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "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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