Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821679.9252 | 724849.965 | 96829.9601 | 6529313.0126 | 5786416.9222 | 742896.0904 |
Total P&L (%) | 821.6799 | 724.85 | 96.83 | 6529.313 | 5786.4169 | 742.8961 |
Avg Daily Profit (%) | 0.3288 | 0.29 | 0.0387 | 0.1679 | 0.1632 | 0.0853 |
Buy And Hold Return (%) | 706.394 | 706.394 | 706.394 | 706.394 | 706.394 | 706.394 |
Max Trade Drawdown | -60790 | -68061 | -23452 | -4008514 | -2553607 | -1454907 |
Profit Factor | 3.5491 | 3.8336 | 2.4551 | 2.1512 | 2.4668 | 1.4302 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 64.6154 | 59.375 | 69.697 | 64.6154 | 59.375 | 69.697 |
Ratio Avg Win / Avg Loss | 1.9435 | 2.623 | 1.0675 | 1.178 | 1.6878 | 0.6218 |
Largest Winning Trade | 264501 | 264501 | 15118 | 3934072 | 3934072 | 780297 |
Largest Losing Trade | -55190 | -55190 | -18372 | -1873269 | -1873269 | -1215199 |
Avg Bars in Trades | 194 | 358 | 35 | 194 | 358 | 35 |
Avg Bars in Winners | 143 | 267 | 41 | 143 | 267 | 41 |
Avg Bars in Losers | 288 | 493 | 23 | 288 | 493 | 23 |
Bars Traded | 12668 | 11487 | 1181 | 12668 | 11487 | 1181 |
Profit Streak | 68.8396 | 70.3396 | 68.8396 | 68.8396 | 70.3396 | 68.8396 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -232270 | -140161 | -300273 | -122391 | 509948 | -226023 |
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{ "first_band": { "type": "dcl", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } } }
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# | 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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