Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449871.8028 | 316625.4135 | 133246.3894 | 904623.0806 | 617601.1115 | 287021.9691 |
Total P&L (%) | 449.8718 | 316.6254 | 133.2464 | 904.6231 | 617.6011 | 287.022 |
Avg Daily Profit (%) | 0.4319 | 0.304 | 0.1279 | 0.2217 | 0.1894 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115472 | -78228 | -78512 | -780252 | -578950 | -496021 |
Profit Factor | 1.8781 | 2.1119 | 1.5855 | 1.2635 | 1.3308 | 1.1832 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 45.8599 | 42.3077 | 49.3671 | 45.8599 | 42.3077 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.2172 | 2.8799 | 1.6261 | 1.4916 | 1.8147 | 1.2136 |
Largest Winning Trade | 177653 | 177653 | 29379 | 581424 | 581424 | 220230 |
Largest Losing Trade | -25695 | -25695 | -25534 | -285396 | -183507 | -285396 |
Avg Bars in Trades | 156 | 148 | 164 | 156 | 148 | 164 |
Avg Bars in Winners | 216 | 198 | 231 | 216 | 198 | 231 |
Avg Bars in Losers | 106 | 112 | 99 | 106 | 112 | 99 |
Bars Traded | 24605 | 11587 | 13018 | 24605 | 11587 | 13018 |
Profit Streak | 11.9431 | 0 | 25.5264 | 11.9431 | 0 | 25.5264 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468172 | -24923 | -45494 | 285157 | -28119 | -64642 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 52, "offset": 159 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 52, "offset": 159 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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