Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601358.019 | 495884.7282 | 105473.2908 | 1023253.1571 | 391718.8631 | 631534.294 |
Total P&L (%) | 601.358 | 495.8847 | 105.4733 | 1023.2532 | 391.7189 | 631.5343 |
Avg Daily Profit (%) | 0.3228 | 0.2662 | 0.0566 | 0.1299 | 0.0855 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136892 | -79503 | -83092 | -1263029 | -972108 | -683226 |
Profit Factor | 2.414 | 3.3343 | 1.4955 | 1.2755 | 1.1833 | 1.4004 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 45.9459 | 55.2632 | 50.6667 | 45.9459 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.3504 | 3.9227 | 1.2106 | 1.2419 | 1.3921 | 1.1337 |
Largest Winning Trade | 316438 | 316438 | 56717 | 809749 | 809749 | 657779 |
Largest Losing Trade | -55003 | -55003 | -45826 | -450072 | -368964 | -450072 |
Avg Bars in Trades | 96 | 77 | 115 | 96 | 77 | 115 |
Avg Bars in Winners | 140 | 108 | 166 | 140 | 108 | 166 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 7263 | 2864 | 4399 | 7263 | 2864 | 4399 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47504 | 467665 | -115345 | -80421 | -99250 | -48499 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "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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