Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120095.2701 | 80697.8418 | 39397.4284 | 142420.1043 | 135819.3902 | 6600.7141 |
Total P&L (%) | 120.0953 | 80.6978 | 39.3974 | 142.4201 | 135.8194 | 6.6007 |
Avg Daily Profit (%) | 0.4786 | 0.3216 | 0.157 | 0.3535 | 0.3425 | 0.0255 |
Buy And Hold Return (%) | 21.3989 | 21.3989 | 21.3989 | 21.3989 | 21.3989 | 21.3989 |
Max Trade Drawdown | -45311 | -30240 | -41586 | -150000 | -99893 | -150221 |
Profit Factor | 1.5776 | 1.908 | 1.331 | 1.2248 | 1.5442 | 1.0172 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 58.209 | 55.2239 | 61.194 | 58.209 | 55.2239 | 61.194 |
Ratio Avg Win / Avg Loss | 1.1326 | 1.547 | 0.844 | 0.8793 | 1.2521 | 0.645 |
Largest Winning Trade | 66260 | 66260 | 15391 | 88447 | 88447 | 47176 |
Largest Losing Trade | -15857 | -10107 | -15857 | -54283 | -31318 | -54283 |
Avg Bars in Trades | 173 | 94 | 251 | 173 | 94 | 251 |
Avg Bars in Winners | 143 | 101 | 181 | 143 | 101 | 181 |
Avg Bars in Losers | 214 | 86 | 362 | 214 | 86 | 362 |
Bars Traded | 23216 | 6351 | 16864 | 23216 | 6351 | 16864 |
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 | 390641 | -107571 | -118743 | 239569 | -107448 | -644551 |
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{ "first_band": { "type": "dcu", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "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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