Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138473.935 | 77711.5987 | 60762.3364 | 131654.0213 | 47866.032 | 83787.9893 |
Total P&L (%) | 138.4739 | 77.7116 | 60.7623 | 131.654 | 47.866 | 83.788 |
Avg Daily Profit (%) | 0.2659 | 0.1492 | 0.1167 | 0.1614 | 0.0751 | 0.1169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63890 | -54667 | -35182 | -113237 | -82827 | -103692 |
Profit Factor | 1.5987 | 1.5857 | 1.6163 | 1.3327 | 1.2472 | 1.4146 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 66.2162 | 64.8649 | 67.5676 | 66.2162 | 64.8649 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.8157 | 0.8589 | 0.7758 | 0.6799 | 0.6756 | 0.679 |
Largest Winning Trade | 51226 | 51226 | 35223 | 59990 | 50986 | 59990 |
Largest Losing Trade | -28659 | -25448 | -28659 | -89668 | -59875 | -89668 |
Avg Bars in Trades | 311 | 350 | 272 | 311 | 350 | 272 |
Avg Bars in Winners | 280 | 322 | 240 | 280 | 322 | 240 |
Avg Bars in Losers | 371 | 401 | 339 | 371 | 401 | 339 |
Bars Traded | 23033 | 12950 | 10082 | 23033 | 12950 | 10082 |
Profit Streak | 37.4451 | 48.8409 | 37.4451 | 37.4451 | 48.8409 | 37.4451 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57034 | 311494 | -34884 | -59552 | -93712 | -35088 |
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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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