Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287877.5853 | 108118.8282 | 179758.7571 | 40283.3852 | -43209.6665 | 83493.0517 |
Total P&L (%) | 287.8776 | 108.1188 | 179.7588 | 40.2834 | -43.2097 | 83.4931 |
Avg Daily Profit (%) | 0.195 | 0.0732 | 0.1217 | 0.0229 | -0.0383 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85415 | -113405 | -76493 | -160503 | -203323 | -143964 |
Profit Factor | 1.4088 | 1.2491 | 1.6653 | 1.0427 | 0.9191 | 1.2046 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 56.5517 | 49.3151 | 63.8889 | 56.5517 | 49.3151 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.0824 | 1.2838 | 0.9413 | 0.8011 | 0.9447 | 0.6808 |
Largest Winning Trade | 127267 | 127267 | 44788 | 102293 | 102293 | 58929 |
Largest Losing Trade | -71058 | -32607 | -71058 | -130761 | -65280 | -130761 |
Avg Bars in Trades | 120 | 121 | 119 | 120 | 121 | 119 |
Avg Bars in Winners | 104 | 86 | 118 | 104 | 86 | 118 |
Avg Bars in Losers | 140 | 155 | 120 | 140 | 155 | 120 |
Bars Traded | 17432 | 8853 | 8579 | 17432 | 8853 | 8579 |
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 | 344158 | -167628 | -107489 | -338376 | -653002 | -217529 |
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{ "first_band": { "type": "midprice", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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