Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804341.4346 | 704381.8943 | 99959.5403 | 1306351.5174 | 454734.2264 | 851617.291 |
Total P&L (%) | 804.3414 | 704.3819 | 99.9595 | 1306.3515 | 454.7342 | 851.6173 |
Avg Daily Profit (%) | 0.3862 | 0.3382 | 0.048 | 0.127 | 0.0823 | 0.1082 |
Buy And Hold Return (%) | 86.8885 | 86.8885 | 86.8885 | 86.8885 | 86.8885 | 86.8885 |
Max Trade Drawdown | -161992 | -76073 | -244200 | -929814 | -788985 | -547375 |
Profit Factor | 1.5148 | 1.9818 | 1.1183 | 1.1337 | 1.0939 | 1.1728 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Losing Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Profitability (%) | 41.688 | 41.8367 | 41.5385 | 41.688 | 41.8367 | 41.5385 |
Ratio Avg Win / Avg Loss | 2.1189 | 2.7551 | 1.5739 | 1.5858 | 1.5208 | 1.6506 |
Largest Winning Trade | 227733 | 227733 | 48139 | 459884 | 459884 | 427546 |
Largest Losing Trade | -64733 | -23178 | -64733 | -454448 | -303982 | -454448 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 95 | 87 | 102 | 95 | 87 | 102 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 24812 | 11482 | 13330 | 24812 | 11482 | 13330 |
Profit Streak | 0 | 0 | 34.7273 | 0 | 0 | 34.7273 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394153 | 370092 | -338898 | -96577 | -203072 | -79264 |
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "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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