Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694965.3613 | 592730.7035 | 102234.6578 | 243055.6407 | 365093.8823 | -122038.2416 |
Total P&L (%) | 694.9654 | 592.7307 | 102.2347 | 243.0556 | 365.0939 | -122.0382 |
Avg Daily Profit (%) | 0.2926 | 0.2495 | 0.043 | 0.0519 | 0.0647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194140 | -103274 | -160921 | -1138617 | -472965 | -691816 |
Profit Factor | 2.0717 | 2.9017 | 1.3036 | 1.087 | 1.2707 | 0.9156 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 58.9744 | 56.4103 | 61.5385 | 58.9744 | 56.4103 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.4412 | 2.2422 | 0.8147 | 0.7561 | 0.9819 | 0.5723 |
Largest Winning Trade | 196010 | 196010 | 51575 | 367716 | 367716 | 324887 |
Largest Losing Trade | -81130 | -81130 | -70011 | -680348 | -254498 | -680348 |
Avg Bars in Trades | 115 | 122 | 109 | 115 | 122 | 109 |
Avg Bars in Winners | 126 | 147 | 107 | 126 | 147 | 107 |
Avg Bars in Losers | 100 | 89 | 113 | 100 | 89 | 113 |
Bars Traded | 9028 | 4760 | 4268 | 9028 | 4760 | 4268 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25680 | 534704 | -135468 | -287475 | -107415 | -579261 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 246, "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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