Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898517.2773 | 769596.8999 | 128920.3774 | 3205029.1057 | 1968693.8169 | 1236335.2888 |
Total P&L (%) | 898.5173 | 769.5969 | 128.9204 | 3205.0291 | 1968.6938 | 1236.3353 |
Avg Daily Profit (%) | 0.3577 | 0.3064 | 0.0513 | 0.1394 | 0.1207 | 0.1033 |
Buy And Hold Return (%) | 248.9166 | 248.9166 | 248.9166 | 248.9166 | 248.9166 | 248.9166 |
Max Trade Drawdown | -116992 | -108634 | -86594 | -602597 | -527374 | -158026 |
Profit Factor | 3.0107 | 3.7494 | 1.7722 | 3.9557 | 3.4612 | 5.3459 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 68.4932 | 63.8889 | 72.973 | 68.4932 | 63.8889 | 72.973 |
Ratio Avg Win / Avg Loss | 1.3849 | 2.1192 | 0.6564 | 1.8196 | 1.9563 | 1.98 |
Largest Winning Trade | 433991 | 433991 | 28820 | 867344 | 867344 | 403002 |
Largest Losing Trade | -70601 | -45031 | -70601 | -527374 | -527374 | -158026 |
Avg Bars in Trades | 96 | 163 | 32 | 96 | 163 | 32 |
Avg Bars in Winners | 51 | 80 | 25 | 51 | 80 | 25 |
Avg Bars in Losers | 196 | 309 | 49 | 196 | 309 | 49 |
Bars Traded | 7067 | 5876 | 1190 | 7067 | 5876 | 1190 |
Profit Streak | 153.7891 | 163.4558 | 153.7891 | 153.7891 | 163.4558 | 153.7891 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60704 | 574092 | -285236 | -71720 | -21719 | -43689 |
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{ "first_band": { "type": "dcl", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "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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