Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475870.1513 | 287232.9137 | 188637.2376 | 328161.3238 | -177658.8018 | 505820.1256 |
Total P&L (%) | 475.8702 | 287.2329 | 188.6372 | 328.1613 | -177.6588 | 505.8201 |
Avg Daily Profit (%) | 0.2629 | 0.1587 | 0.1042 | 0.0804 | 0 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107968 | -110779 | -70585 | -948554 | -703094 | -591844 |
Profit Factor | 1.5129 | 1.5593 | 1.4554 | 1.0613 | 0.9394 | 1.2089 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 42.2311 | 38.0952 | 46.4 | 42.2311 | 38.0952 | 46.4 |
Ratio Avg Win / Avg Loss | 2.0695 | 2.5339 | 1.6812 | 1.4518 | 1.5266 | 1.3964 |
Largest Winning Trade | 236593 | 236593 | 54338 | 549557 | 549557 | 264598 |
Largest Losing Trade | -29646 | -19659 | -29646 | -220913 | -164668 | -220913 |
Avg Bars in Trades | 85 | 75 | 95 | 85 | 75 | 95 |
Avg Bars in Winners | 121 | 92 | 146 | 121 | 92 | 146 |
Avg Bars in Losers | 58 | 65 | 50 | 58 | 65 | 50 |
Bars Traded | 21459 | 9572 | 11887 | 21459 | 9572 | 11887 |
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 | 322084 | 187141 | -53325 | -240456 | -582849 | -61718 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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