Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388307.4906 | 337658.7008 | 50648.7898 | -791188.2433 | 683666.2159 | -1474854.4592 |
Total P&L (%) | 388.3075 | 337.6587 | 50.6488 | -791.1882 | 683.6662 | -1474.8545 |
Avg Daily Profit (%) | 0.176 | 0.1531 | 0.023 | 0 | 0.0934 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228630 | -123379 | -156196 | -2110587 | -382879 | -1881513 |
Profit Factor | 1.7491 | 2.3469 | 1.1892 | 0.7831 | 1.5876 | 0.4063 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 16 | 19 | 39 | 21 | 18 |
Losing Trades | 39 | 21 | 18 | 35 | 16 | 19 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 52.7027 | 56.7568 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.949 | 3.0803 | 1.1266 | 0.7028 | 1.2096 | 0.4289 |
Largest Winning Trade | 119688 | 119688 | 44883 | 367466 | 284591 | 367466 |
Largest Losing Trade | -135640 | -55608 | -135640 | -1569654 | -310726 | -1569654 |
Avg Bars in Trades | 116 | 123 | 109 | 116 | 123 | 109 |
Avg Bars in Winners | 160 | 162 | 159 | 106 | 133 | 74 |
Avg Bars in Losers | 77 | 94 | 57 | 128 | 110 | 143 |
Bars Traded | 8647 | 4578 | 4069 | 8647 | 4578 | 4069 |
Profit Streak | 47.0757 | 0 | 56.3257 | 0 | 68.8257 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58537 | 326426 | -175139 | -649205 | -64614 | -581298 |
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{ "first_band": { "type": "midprice", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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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