Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2244075.831 | 2101399.2372 | 142676.5938 | 12961138.3846 | 12746361.0678 | 214777.3168 |
Total P&L (%) | 2244.0758 | 2101.3992 | 142.6766 | 12961.1384 | 12746.3611 | 214.7773 |
Avg Daily Profit (%) | 1.0089 | 0.9447 | 0.0641 | 0.2193 | 0.2185 | 0.0516 |
Buy And Hold Return (%) | 337.3314 | 337.3314 | 337.3314 | 337.3314 | 337.3314 | 337.3314 |
Max Trade Drawdown | -92605 | -72067 | -83869 | -32826034 | -19713272 | -28048465 |
Profit Factor | 5.9667 | 11.5943 | 1.5629 | 1.1271 | 1.2552 | 1.0041 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 44.1176 | 50 | 38.2353 | 44.1176 | 50 | 38.2353 |
Ratio Avg Win / Avg Loss | 7.5578 | 11.5943 | 2.5247 | 1.4277 | 1.2552 | 1.6221 |
Largest Winning Trade | 1858464 | 1858464 | 54034 | 20791697 | 20791697 | 10033064 |
Largest Losing Trade | -32468 | -32468 | -27468 | -10949168 | -10949168 | -8997325 |
Avg Bars in Trades | 95 | 75 | 116 | 95 | 75 | 116 |
Avg Bars in Winners | 169 | 114 | 239 | 169 | 114 | 239 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 6513 | 2559 | 3954 | 6513 | 2559 | 3954 |
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 | -94445 | 766403 | -274849 | -188556 | 287594 | -509294 |
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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