Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402880.9714 | 244970.4954 | 157910.476 | 537684.7327 | 314897.9194 | 222786.8133 |
Total P&L (%) | 402.881 | 244.9705 | 157.9105 | 537.6847 | 314.8979 | 222.7868 |
Avg Daily Profit (%) | 0.24 | 0.1459 | 0.0941 | 0.1104 | 0.0848 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97503 | -110018 | -29684 | -217295 | -161403 | -80644 |
Profit Factor | 1.8955 | 1.905 | 1.881 | 1.5844 | 1.5455 | 1.6501 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 44.5652 | 41.3043 | 47.8261 | 44.5652 | 41.3043 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.3578 | 2.7071 | 2.052 | 1.9709 | 2.1962 | 1.8001 |
Largest Winning Trade | 108662 | 108662 | 53017 | 212051 | 212051 | 90255 |
Largest Losing Trade | -53680 | -53680 | -44382 | -137750 | -137750 | -79545 |
Avg Bars in Trades | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Winners | 104 | 110 | 100 | 104 | 110 | 100 |
Avg Bars in Losers | 44 | 38 | 51 | 44 | 38 | 51 |
Bars Traded | 6580 | 3150 | 3430 | 6580 | 3150 | 3430 |
Profit Streak | 36.8067 | 0 | 39.0567 | 36.8067 | 0 | 39.0567 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368550 | 75500 | -64023 | -43529 | -80344 | -96789 |
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{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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