Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180024.8755 | 153732.1545 | 26292.7209 | 70744.5846 | 188291.9985 | -117547.4139 |
Total P&L (%) | 180.0249 | 153.7322 | 26.2927 | 70.7446 | 188.292 | -117.5474 |
Avg Daily Profit (%) | 0.168 | 0.1435 | 0.0245 | 0.0499 | 0.0988 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127002 | -100107 | -62496 | -256003 | -164673 | -206726 |
Profit Factor | 1.3364 | 1.526 | 1.1083 | 1.0733 | 1.4074 | 0.7661 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 59.2308 | 58.4615 | 60 | 59.2308 | 58.4615 | 60 |
Ratio Avg Win / Avg Loss | 0.9199 | 1.0843 | 0.7388 | 0.7388 | 1 | 0.5107 |
Largest Winning Trade | 67397 | 67397 | 25199 | 95476 | 95476 | 35061 |
Largest Losing Trade | -34020 | -24331 | -34020 | -110782 | -46393 | -110782 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 54 | 63 | 44 | 54 | 63 | 44 |
Bars Traded | 6180 | 3420 | 2760 | 6180 | 3420 | 2760 |
Profit Streak | 58.5473 | 58.5473 | 67.0473 | 58.5473 | 58.5473 | 67.0473 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323423 | -129678 | -395639 | -264760 | -191540 | -709779 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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