Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395335.195 | 366468.491 | 28866.7041 | 214903.8524 | 311938.4662 | -97034.6138 |
Total P&L (%) | 395.3352 | 366.4685 | 28.8667 | 214.9039 | 311.9385 | -97.0346 |
Avg Daily Profit (%) | 0.2182 | 0.2023 | 0.0159 | 0.0633 | 0.0782 | -0.194 |
Buy And Hold Return (%) | 95.6245 | 95.6245 | 95.6245 | 95.6245 | 95.6245 | 95.6245 |
Max Trade Drawdown | -152845 | -124507 | -120491 | -2689088 | -2237180 | -1766355 |
Profit Factor | 1.6733 | 2.3281 | 1.0928 | 1.0329 | 1.0837 | 0.9654 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 58.427 | 61.3636 | 55.5556 | 58.427 | 61.3636 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1906 | 1.4658 | 0.8742 | 0.735 | 0.6823 | 0.7723 |
Largest Winning Trade | 193390 | 193390 | 59261 | 1814796 | 1814796 | 958883 |
Largest Losing Trade | -55727 | -37094 | -55727 | -900523 | -900523 | -882770 |
Avg Bars in Trades | 57 | 70 | 45 | 57 | 70 | 45 |
Avg Bars in Winners | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Losers | 66 | 107 | 31 | 66 | 107 | 31 |
Bars Traded | 5153 | 3115 | 2038 | 5153 | 3115 | 2038 |
Profit Streak | 48.2614 | 0 | 298.2614 | 48.2614 | 0 | 298.2614 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346461 | 364433 | -455352 | -297689 | -220019 | -578623 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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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