Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217986.1407 | 143539.4361 | 74446.7046 | 189684.3014 | 125332.1796 | 64352.1219 |
Total P&L (%) | 217.9861 | 143.5394 | 74.4467 | 189.6843 | 125.3322 | 64.3521 |
Avg Daily Profit (%) | 0.4185 | 0.2756 | 0.1429 | 0.2044 | 0.1561 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56506 | -47427 | -52215 | -118571 | -73231 | -100860 |
Profit Factor | 2.1124 | 2.3167 | 1.8562 | 1.5994 | 1.8553 | 1.3788 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 63.3333 | 53.3333 | 73.3333 | 63.3333 | 53.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.223 | 2.0271 | 0.675 | 0.926 | 1.6234 | 0.5014 |
Largest Winning Trade | 168881 | 168881 | 26039 | 139904 | 139904 | 47755 |
Largest Losing Trade | -38493 | -28594 | -38493 | -85742 | -41716 | -85742 |
Avg Bars in Trades | 400 | 333 | 467 | 400 | 333 | 467 |
Avg Bars in Winners | 402 | 284 | 488 | 402 | 284 | 488 |
Avg Bars in Losers | 397 | 390 | 408 | 397 | 390 | 408 |
Bars Traded | 24031 | 10012 | 14019 | 24031 | 10012 | 14019 |
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 | -159945 | 449801 | 33562 | -164434 | 380977 | -64622 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 149, "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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