Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629075.7463 | 586909.3182 | 42166.4281 | 456463.6042 | 796858.9533 | -340395.3491 |
Total P&L (%) | 629.0757 | 586.9093 | 42.1664 | 456.4636 | 796.859 | -340.3953 |
Avg Daily Profit (%) | 0.337 | 0.3144 | 0.0226 | 0.092 | 0.1176 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99174 | -44509 | -78628 | -1100822 | -372748 | -901874 |
Profit Factor | 1.9683 | 3.0097 | 1.1179 | 1.1389 | 1.5503 | 0.8147 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 41.8367 | 38.7755 | 44.898 | 41.8367 | 38.7755 | 44.898 |
Ratio Avg Win / Avg Loss | 2.7365 | 4.7522 | 1.372 | 1.5834 | 2.4478 | 0.9999 |
Largest Winning Trade | 317236 | 317236 | 53097 | 948435 | 948435 | 246943 |
Largest Losing Trade | -53354 | -26681 | -53354 | -490216 | -206160 | -490216 |
Avg Bars in Trades | 106 | 94 | 118 | 106 | 94 | 118 |
Avg Bars in Winners | 172 | 166 | 178 | 172 | 166 | 178 |
Avg Bars in Losers | 58 | 49 | 69 | 58 | 49 | 69 |
Bars Traded | 10427 | 4643 | 5784 | 10427 | 4643 | 5784 |
Profit Streak | 76.3858 | 171.8858 | 0 | 76.3858 | 171.8858 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381325 | 398798 | -257426 | -139080 | -36550 | -582665 |
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{ "first_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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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