Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809411.4853 | 644076.5789 | 165334.9064 | 499148.7852 | 980243.1619 | -481094.3767 |
Total P&L (%) | 809.4115 | 644.0766 | 165.3349 | 499.1488 | 980.2432 | -481.0944 |
Avg Daily Profit (%) | 0.4305 | 0.3426 | 0.0879 | 0.0953 | 0.1267 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113386 | -87201 | -127894 | -1878035 | -1474414 | -720929 |
Profit Factor | 1.5057 | 1.6947 | 1.2455 | 1.0439 | 1.1451 | 0.8955 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 248 | 125 | 123 | 248 | 125 | 123 |
Profitability (%) | 39.8058 | 39.3204 | 40.2913 | 39.8058 | 39.3204 | 40.2913 |
Ratio Avg Win / Avg Loss | 2.277 | 2.6153 | 1.8458 | 1.5786 | 1.7671 | 1.3271 |
Largest Winning Trade | 295547 | 295547 | 42567 | 1836237 | 1836237 | 356002 |
Largest Losing Trade | -35387 | -35387 | -23188 | -677045 | -677045 | -177999 |
Avg Bars in Trades | 54 | 72 | 35 | 54 | 72 | 35 |
Avg Bars in Winners | 85 | 116 | 55 | 85 | 116 | 55 |
Avg Bars in Losers | 33 | 43 | 22 | 33 | 43 | 22 |
Bars Traded | 22321 | 14912 | 7409 | 22321 | 14912 | 7409 |
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 | 383372 | 318131 | -77948 | -238678 | -86972 | -582364 |
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{ "first_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "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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