Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91841.9219 | 46339.1858 | 45502.7361 | 42329.4269 | 36763.5399 | 5565.887 |
Total P&L (%) | 91.8419 | 46.3392 | 45.5027 | 42.3294 | 36.7635 | 5.5659 |
Avg Daily Profit (%) | 0.3527 | 0.1779 | 0.1747 | 0.1356 | 0.1203 | 0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69395 | -15900 | -70902 | -112879 | -22925 | -111729 |
Profit Factor | 1.4805 | 1.5953 | 1.4016 | 1.1684 | 1.3954 | 1.0351 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 67.033 | 63.0435 | 71.1111 | 67.033 | 63.0435 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.7281 | 0.9352 | 0.5694 | 0.5746 | 0.818 | 0.4205 |
Largest Winning Trade | 17060 | 12371 | 17060 | 20265 | 12010 | 20265 |
Largest Losing Trade | -64877 | -12787 | -64877 | -107213 | -17826 | -107213 |
Avg Bars in Trades | 265 | 273 | 257 | 265 | 273 | 257 |
Avg Bars in Winners | 213 | 200 | 224 | 213 | 200 | 224 |
Avg Bars in Losers | 373 | 398 | 339 | 373 | 398 | 339 |
Bars Traded | 24187 | 12589 | 11598 | 24187 | 12589 | 11598 |
Profit Streak | 0 | 0 | 15.0962 | 0 | 0 | 15.0962 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352046 | 229124 | 241295 | -49626 | -35553 | -512404 |
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{ "first_band": { "type": "midprice", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "offset": 248 } } }
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# | 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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