Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730657.6947 | 538026.6083 | 192631.0863 | 1411554.3716 | 948689.7578 | 462864.6138 |
Total P&L (%) | 730.6577 | 538.0266 | 192.6311 | 1411.5544 | 948.6898 | 462.8646 |
Avg Daily Profit (%) | 0.4181 | 0.3078 | 0.1102 | 0.1555 | 0.1346 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77428 | -108240 | -54367 | -639400 | -581193 | -375765 |
Profit Factor | 2.0133 | 2.3562 | 1.5939 | 1.3404 | 1.4271 | 1.2404 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 44.6043 | 35.7143 | 53.6232 | 44.6043 | 35.7143 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.5004 | 4.2411 | 1.3785 | 1.6647 | 2.5688 | 1.0728 |
Largest Winning Trade | 335131 | 335131 | 46676 | 674192 | 674192 | 298546 |
Largest Losing Trade | -41262 | -41262 | -38373 | -424395 | -424395 | -339434 |
Avg Bars in Trades | 147 | 127 | 167 | 147 | 127 | 167 |
Avg Bars in Winners | 226 | 203 | 241 | 226 | 203 | 241 |
Avg Bars in Losers | 84 | 85 | 82 | 84 | 85 | 82 |
Bars Traded | 20514 | 8931 | 11583 | 20514 | 8931 | 11583 |
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 | 431896 | -86566 | -145180 | 265287 | -111023 | -162416 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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