Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410211.8513 | 255436.9738 | 154774.8776 | 794611.0816 | -242330.9028 | 1036941.9844 |
Total P&L (%) | 410.2119 | 255.437 | 154.7749 | 794.6111 | -242.3309 | 1036.942 |
Avg Daily Profit (%) | 0.2548 | 0.1586 | 0.0961 | 0.1362 | 0 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88104 | -87058 | -44987 | -1439555 | -1348915 | -461465 |
Profit Factor | 1.9784 | 2.0173 | 1.9203 | 1.3201 | 0.8677 | 2.5932 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 63.2911 | 64.1026 | 62.5 | 63.2911 | 64.1026 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1474 | 1.1297 | 1.1522 | 0.7657 | 0.4859 | 1.5559 |
Largest Winning Trade | 128524 | 128524 | 41204 | 556979 | 556979 | 525872 |
Largest Losing Trade | -52603 | -52603 | -28520 | -741760 | -741760 | -461465 |
Avg Bars in Trades | 76 | 104 | 49 | 76 | 104 | 49 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 108 | 188 | 33 | 108 | 188 | 33 |
Bars Traded | 6062 | 4072 | 1990 | 6062 | 4072 | 1990 |
Profit Streak | 5.3059 | 0 | 421.5559 | 5.3059 | 0 | 421.5559 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17830 | 426190 | -59087 | -40853 | -578929 | 561216 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "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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