Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184111.4607 | 164645.5108 | 19465.9499 | -247948.4409 | -27980.1738 | -219968.2671 |
Total P&L (%) | 184.1115 | 164.6455 | 19.466 | -247.9484 | -27.9802 | -219.9683 |
Avg Daily Profit (%) | 0.1718 | 0.1536 | 0.0182 | 0 | -0.0306 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159213 | -65274 | -143824 | -341161 | -131502 | -257153 |
Profit Factor | 1.3902 | 1.8271 | 1.0714 | 0.6173 | 0.892 | 0.434 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 20 | 29 | 48 | 28 | 20 |
Losing Trades | 45 | 27 | 18 | 46 | 19 | 27 |
Profitability (%) | 52.1277 | 42.5532 | 61.7021 | 51.0638 | 59.5745 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.2767 | 2.4666 | 0.665 | 0.5915 | 0.6053 | 0.5859 |
Largest Winning Trade | 53085 | 53085 | 31477 | 46181 | 46181 | 35021 |
Largest Losing Trade | -121561 | -42584 | -121561 | -156841 | -63018 | -156841 |
Avg Bars in Trades | 65 | 68 | 61 | 65 | 68 | 61 |
Avg Bars in Winners | 54 | 70 | 43 | 70 | 67 | 75 |
Avg Bars in Losers | 76 | 67 | 91 | 59 | 70 | 51 |
Bars Traded | 6124 | 3228 | 2896 | 6124 | 3228 | 2896 |
Profit Streak | 36.8806 | 36.8806 | 47.5472 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343127 | 303142 | -317371 | -580389 | -579455 | -583592 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "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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