Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187726.5883 | 135868.8299 | 51857.7584 | 227029.2712 | 136122.6011 | 90906.6701 |
Total P&L (%) | 187.7266 | 135.8688 | 51.8578 | 227.0293 | 136.1226 | 90.9067 |
Avg Daily Profit (%) | 0.3253 | 0.2354 | 0.0899 | 0.2055 | 0.149 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57525 | -53236 | -38657 | -192340 | -204254 | -63512 |
Profit Factor | 1.4417 | 1.5627 | 1.2826 | 1.2642 | 1.2515 | 1.2859 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 64.2487 | 62.5 | 65.9794 | 64.2487 | 62.5 | 65.9794 |
Ratio Avg Win / Avg Loss | 0.8023 | 0.9376 | 0.6613 | 0.7035 | 0.7509 | 0.6631 |
Largest Winning Trade | 41598 | 41598 | 34304 | 133258 | 133258 | 36525 |
Largest Losing Trade | -33774 | -33774 | -21292 | -151807 | -151807 | -29361 |
Avg Bars in Trades | 67 | 100 | 34 | 67 | 100 | 34 |
Avg Bars in Winners | 50 | 63 | 38 | 50 | 63 | 38 |
Avg Bars in Losers | 97 | 161 | 28 | 97 | 161 | 28 |
Bars Traded | 13010 | 9629 | 3381 | 13010 | 9629 | 3381 |
Profit Streak | 496.0283 | 0 | 496.57 | 496.0283 | 0 | 496.57 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396974 | 319638 | -73641 | 321067 | 176632 | -42744 |
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "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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