Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135198.4426 | 86515.3955 | 48683.0471 | 184410.5238 | 142649.9163 | 41760.6076 |
Total P&L (%) | 135.1984 | 86.5154 | 48.683 | 184.4105 | 142.6499 | 41.7606 |
Avg Daily Profit (%) | 0.5192 | 0.3322 | 0.1869 | 0.4022 | 0.341 | 0.1341 |
Buy And Hold Return (%) | 10.3935 | 10.3935 | 10.3935 | 10.3935 | 10.3935 | 10.3935 |
Max Trade Drawdown | -52659 | -21564 | -52491 | -152185 | -53809 | -171938 |
Profit Factor | 1.5521 | 1.7812 | 1.363 | 1.2839 | 1.4955 | 1.1155 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 63.6364 | 64.9351 | 62.3377 | 63.6364 | 64.9351 | 62.3377 |
Ratio Avg Win / Avg Loss | 0.8869 | 0.9619 | 0.8235 | 0.7336 | 0.8076 | 0.6739 |
Largest Winning Trade | 26038 | 26038 | 21915 | 44752 | 44752 | 41974 |
Largest Losing Trade | -23766 | -17756 | -23766 | -66915 | -50695 | -66915 |
Avg Bars in Trades | 159 | 142 | 176 | 159 | 142 | 176 |
Avg Bars in Winners | 138 | 113 | 163 | 138 | 113 | 163 |
Avg Bars in Losers | 196 | 194 | 198 | 196 | 194 | 198 |
Bars Traded | 24555 | 10940 | 13615 | 24555 | 10940 | 13615 |
Profit Streak | 0 | 0 | 11.7644 | 0 | 0 | 11.7644 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413495 | -31788 | -35262 | 318489 | -32702 | -151370 |
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{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 168 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 168 } } }
# | 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) |
---|