Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316586.8782 | 260109.4878 | 56477.3904 | 130506.1285 | 111178.5069 | 19327.6216 |
Total P&L (%) | 316.5869 | 260.1095 | 56.4774 | 130.5061 | 111.1785 | 19.3276 |
Avg Daily Profit (%) | 0.152 | 0.1249 | 0.0271 | 0.0401 | 0.0359 | 0.0085 |
Buy And Hold Return (%) | 55.9125 | 55.9125 | 55.9125 | 55.9125 | 55.9125 | 55.9125 |
Max Trade Drawdown | -135315 | -150515 | -32387 | -579646 | -522569 | -138737 |
Profit Factor | 1.5004 | 1.5179 | 1.4331 | 1.0818 | 1.0883 | 1.0573 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 58.1395 | 51.5625 | 64.6154 | 58.1395 | 51.5625 | 64.6154 |
Ratio Avg Win / Avg Loss | 1.0803 | 1.4259 | 0.7848 | 0.7789 | 1.0224 | 0.579 |
Largest Winning Trade | 82992 | 82992 | 10155 | 197803 | 197803 | 26839 |
Largest Losing Trade | -56050 | -56050 | -32387 | -264840 | -264840 | -138737 |
Avg Bars in Trades | 190 | 351 | 32 | 190 | 351 | 32 |
Avg Bars in Winners | 124 | 253 | 22 | 124 | 253 | 22 |
Avg Bars in Losers | 283 | 456 | 50 | 283 | 456 | 50 |
Bars Traded | 24634 | 22521 | 2113 | 24634 | 22521 | 2113 |
Profit Streak | 14.1207 | 0 | 17.7041 | 14.1207 | 0 | 17.7041 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346295 | -165540 | -449284 | -274277 | -414261 | -635708 |
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{ "first_band": { "type": "dcl", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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