Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613733.9088 | 678395.5109 | -64661.6022 | -16593.7997 | -113487.3129 | 96893.5131 |
Total P&L (%) | 613.7339 | 678.3955 | -64.6616 | -16.5938 | -113.4873 | 96.8935 |
Avg Daily Profit (%) | 0.3362 | 0.3716 | -0.0354 | -0.0099 | 0 | 0.0371 |
Buy And Hold Return (%) | 119.1699 | 119.1699 | 119.1699 | 119.1699 | 119.1699 | 119.1699 |
Max Trade Drawdown | -219546 | -186233 | -67206 | -2031312 | -1890899 | -207810 |
Profit Factor | 1.6375 | 1.857 | 0.6221 | 0.9962 | 0.9712 | 1.2253 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 48.9247 | 52.6882 | 45.1613 | 48.9247 | 52.6882 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.7095 | 1.6675 | 0.7554 | 1.04 | 0.8721 | 1.4879 |
Largest Winning Trade | 397283 | 397283 | 12262 | 783321 | 783321 | 84967 |
Largest Losing Trade | -59456 | -59456 | -19882 | -1254532 | -1254532 | -88048 |
Avg Bars in Trades | 29 | 57 | 1 | 29 | 57 | 1 |
Avg Bars in Winners | 31 | 58 | 1 | 31 | 58 | 1 |
Avg Bars in Losers | 27 | 57 | 1 | 27 | 57 | 1 |
Bars Traded | 5462 | 5369 | 93 | 5462 | 5369 | 93 |
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 | 428494 | 439188 | -582687 | -578277 | -580735 | -311378 |
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{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "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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