Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96722.1492 | 68592.484 | 28129.6651 | 139128.924 | 118338.0704 | 20790.8536 |
Total P&L (%) | 96.7221 | 68.5925 | 28.1297 | 139.1289 | 118.3381 | 20.7909 |
Avg Daily Profit (%) | 0.3714 | 0.2634 | 0.108 | 0.3353 | 0.3003 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26514 | -14706 | -16318 | -73420 | -33301 | -45452 |
Profit Factor | 2.2693 | 2.6313 | 1.8236 | 1.8752 | 2.4342 | 1.2719 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 57.6271 | 62.069 | 53.3333 | 57.6271 | 62.069 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6686 | 1.608 | 1.5957 | 1.3788 | 1.4876 | 1.1129 |
Largest Winning Trade | 19891 | 12751 | 19891 | 20449 | 20449 | 19891 |
Largest Losing Trade | -12073 | -12073 | -8602 | -33301 | -33301 | -25960 |
Avg Bars in Trades | 353 | 578 | 137 | 353 | 578 | 137 |
Avg Bars in Winners | 325 | 486 | 143 | 325 | 486 | 143 |
Avg Bars in Losers | 392 | 728 | 129 | 392 | 728 | 129 |
Bars Traded | 20880 | 16769 | 4111 | 20880 | 16769 | 4111 |
Profit Streak | 0 | 5.7585 | 0 | 0 | 5.7585 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166500 | 500509 | -49612 | -168680 | 461553 | -103521 |
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{ "first_band": { "type": "dcl", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "offset": 241 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "offset": 241 } } }
# | 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) |
---|