Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75042.4991 | 21342.6017 | 53699.8973 | 69852.9014 | 9641.9453 | 60210.9561 |
Total P&L (%) | 75.0425 | 21.3426 | 53.6999 | 69.8529 | 9.6419 | 60.211 |
Avg Daily Profit (%) | 0.2882 | 0.082 | 0.2062 | 0.2036 | 0.0354 | 0.1811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53401 | -32129 | -28150 | -89466 | -58126 | -42204 |
Profit Factor | 1.2216 | 1.1083 | 1.379 | 1.1362 | 1.0324 | 1.2803 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Losing Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Profitability (%) | 51.8272 | 52.9801 | 50.6667 | 51.8272 | 52.9801 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.1354 | 0.9836 | 1.3428 | 1.0561 | 0.9162 | 1.2466 |
Largest Winning Trade | 26095 | 26095 | 8787 | 34934 | 34934 | 11751 |
Largest Losing Trade | -16631 | -16631 | -16055 | -23264 | -23264 | -22229 |
Avg Bars in Trades | 81 | 91 | 72 | 81 | 91 | 72 |
Avg Bars in Winners | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Losers | 88 | 107 | 69 | 88 | 107 | 69 |
Bars Traded | 24584 | 13748 | 10836 | 24584 | 13748 | 10836 |
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 | 302207 | -193341 | 218729 | -62647 | -498825 | 204912 |
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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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