Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129781.9933 | 50982.8487 | 78799.1447 | 176193.3729 | 75359.4656 | 100833.9072 |
Total P&L (%) | 129.782 | 50.9828 | 78.7991 | 176.1934 | 75.3595 | 100.8339 |
Avg Daily Profit (%) | 0.4984 | 0.1958 | 0.3026 | 0.3909 | 0.2159 | 0.2681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43937 | -34582 | -28361 | -109469 | -73282 | -72314 |
Profit Factor | 1.9465 | 1.5644 | 2.6846 | 1.6345 | 1.4223 | 2.0161 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60.6061 | 54.5455 | 66.6667 | 60.6061 | 54.5455 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2652 | 1.3036 | 1.3423 | 1.0624 | 1.1853 | 1.008 |
Largest Winning Trade | 34126 | 34126 | 20019 | 67627 | 67627 | 26187 |
Largest Losing Trade | -15870 | -12824 | -15870 | -42872 | -28185 | -42872 |
Avg Bars in Trades | 369 | 379 | 358 | 369 | 379 | 358 |
Avg Bars in Winners | 388 | 389 | 387 | 388 | 389 | 387 |
Avg Bars in Losers | 339 | 367 | 301 | 339 | 367 | 301 |
Bars Traded | 24368 | 12530 | 11838 | 24368 | 12530 | 11838 |
Profit Streak | 24.2646 | 24.2854 | 24.2646 | 24.2646 | 24.2854 | 24.2646 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114734 | 278269 | 496535 | -116255 | 298853 | 439484 |
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{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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