Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343392.915 | 1450079.7902 | -106686.8753 | -50597.8343 | 17779.7014 | -68377.5357 |
Total P&L (%) | 1343.3929 | 1450.0798 | -106.6869 | -50.5978 | 17.7797 | -68.3775 |
Avg Daily Profit (%) | 0.7459 | 0.8052 | -0.0592 | -0.0391 | 0.0091 | -0.0639 |
Buy And Hold Return (%) | 289.8745 | 289.8745 | 289.8745 | 289.8745 | 289.8745 | 289.8745 |
Max Trade Drawdown | -169227 | -149634 | -251464 | -97910 | -150823 | -156397 |
Profit Factor | 2.4124 | 4.3916 | 0.7962 | 0.9166 | 1.0611 | 0.7832 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 40.9091 | 34.8485 | 46.9697 | 40.9091 | 34.8485 | 46.9697 |
Ratio Avg Win / Avg Loss | 3.4846 | 8.2103 | 0.899 | 1.3239 | 1.9838 | 0.8843 |
Largest Winning Trade | 1355930 | 1355930 | 54896 | 62344 | 62344 | 42917 |
Largest Losing Trade | -72153 | -34511 | -72153 | -73963 | -26666 | -73963 |
Avg Bars in Trades | 159 | 137 | 182 | 159 | 137 | 182 |
Avg Bars in Winners | 276 | 259 | 290 | 276 | 259 | 290 |
Avg Bars in Losers | 78 | 72 | 86 | 78 | 72 | 86 |
Bars Traded | 21101 | 9068 | 12033 | 21101 | 9068 | 12033 |
Profit Streak | 0 | 0 | 29.6489 | 0 | 0 | 29.6489 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448425 | -111162 | -705874 | -582296 | -629033 | -705874 |
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{ "first_band": { "type": "midprice", "factors": { "length": 132, "offset": 110 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 132, "offset": 110 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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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