Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50544.3598 | -5304.0398 | 55848.3996 | 36786.5496 | -11699.8824 | 48486.4321 |
Total P&L (%) | 50.5444 | -5.304 | 55.8484 | 36.7866 | -11.6999 | 48.4864 |
Avg Daily Profit (%) | 0.1941 | -0.0204 | 0.2145 | 0.1204 | -0.0478 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42418 | -29901 | -34066 | -49919 | -33785 | -40552 |
Profit Factor | 1.189 | 0.9634 | 1.4555 | 1.1232 | 0.9271 | 1.3516 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 67.7725 | 67.619 | 67.9245 | 67.7725 | 67.619 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.5654 | 0.4613 | 0.6873 | 0.5341 | 0.444 | 0.6383 |
Largest Winning Trade | 13394 | 12382 | 13394 | 13123 | 12650 | 13123 |
Largest Losing Trade | -20317 | -20006 | -20317 | -22041 | -19905 | -22041 |
Avg Bars in Trades | 112 | 113 | 111 | 112 | 113 | 111 |
Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Losers | 211 | 223 | 198 | 211 | 223 | 198 |
Bars Traded | 23819 | 11958 | 11861 | 23819 | 11958 | 11861 |
Profit Streak | 10.5002 | 0 | 14.3232 | 10.5002 | 0 | 14.3232 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5363 | -579886 | 311638 | -118801 | -579886 | 250656 |
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{ "first_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "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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