Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2104138.5758 | 2021017.5272 | 83121.0485 | 2649731.3152 | 1952790.9861 | 696940.3291 |
Total P&L (%) | 2104.1386 | 2021.0175 | 83.121 | 2649.7313 | 1952.791 | 696.9403 |
Avg Daily Profit (%) | 1.1302 | 1.0855 | 0.0446 | 0.1782 | 0.1624 | 0.1115 |
Buy And Hold Return (%) | 179.3581 | 179.3581 | 179.3581 | 179.3581 | 179.3581 | 179.3581 |
Max Trade Drawdown | -82039 | -53732 | -67462 | -1922921 | -1390414 | -1154578 |
Profit Factor | 4.1849 | 7.1068 | 1.2521 | 1.2802 | 1.3811 | 1.1609 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 34.6535 | 33.3333 | 36 | 34.6535 | 33.3333 | 36 |
Ratio Avg Win / Avg Loss | 7.8916 | 14.2135 | 2.226 | 2.4142 | 2.7622 | 2.0639 |
Largest Winning Trade | 1772744 | 1772744 | 77773 | 1698693 | 1698693 | 1665453 |
Largest Losing Trade | -40569 | -29959 | -40569 | -474370 | -474370 | -410832 |
Avg Bars in Trades | 72 | 78 | 65 | 72 | 78 | 65 |
Avg Bars in Winners | 141 | 163 | 120 | 141 | 163 | 120 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 7285 | 4016 | 3269 | 7285 | 4016 | 3269 |
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 | 538222 | -164594 | -483652 | 116143 | -177129 | -273883 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "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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