Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53360.9975 | 30815.3088 | 22545.6888 | 57754.8077 | 28343.9523 | 29410.8553 |
Total P&L (%) | 53.361 | 30.8153 | 22.5457 | 57.7548 | 28.344 | 29.4109 |
Avg Daily Profit (%) | 1.0246 | 0.5917 | 0.4329 | 0.8792 | 0.4803 | 0.4963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27973 | -17474 | -18239 | -31012 | -28809 | -21126 |
Profit Factor | 1.4888 | 1.4565 | 1.541 | 1.4024 | 1.3107 | 1.5625 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 63.0137 | 58.9041 | 67.1233 | 63.0137 | 58.9041 | 67.1233 |
Ratio Avg Win / Avg Loss | 0.8738 | 1.0162 | 0.7548 | 0.8232 | 0.9144 | 0.7653 |
Largest Winning Trade | 18415 | 18415 | 10961 | 19342 | 19342 | 13167 |
Largest Losing Trade | -14892 | -10571 | -14892 | -17740 | -17326 | -17740 |
Avg Bars in Trades | 166 | 191 | 140 | 166 | 191 | 140 |
Avg Bars in Winners | 122 | 149 | 99 | 122 | 149 | 99 |
Avg Bars in Losers | 240 | 251 | 226 | 240 | 251 | 226 |
Bars Traded | 24247 | 13957 | 10290 | 24247 | 13957 | 10290 |
Profit Streak | 0 | 14.9047 | 0 | 0 | 14.9047 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411197 | -62122 | -67207 | 398204 | -65852 | -64506 |
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "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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