Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324590.8558 | 217613.7421 | 106977.1137 | 56819.5234 | -6823.7712 | 63643.2946 |
Total P&L (%) | 324.5909 | 217.6137 | 106.9771 | 56.8195 | -6.8238 | 63.6433 |
Avg Daily Profit (%) | 0.2385 | 0.1599 | 0.0786 | 0.0331 | -0.0052 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130697 | -86463 | -66843 | -89762 | -66563 | -92766 |
Profit Factor | 1.7405 | 1.7785 | 1.6736 | 1.1493 | 0.9712 | 1.4424 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 45.1613 | 53.3333 | 49.1803 | 45.1613 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.7985 | 2.1596 | 1.4644 | 1.1877 | 1.1793 | 1.2621 |
Largest Winning Trade | 245060 | 245060 | 60648 | 87359 | 87359 | 73209 |
Largest Losing Trade | -49741 | -43284 | -49741 | -49934 | -49934 | -47139 |
Avg Bars in Trades | 119 | 105 | 133 | 119 | 105 | 133 |
Avg Bars in Winners | 148 | 139 | 155 | 148 | 139 | 155 |
Avg Bars in Losers | 91 | 77 | 107 | 91 | 77 | 107 |
Bars Traded | 7268 | 3276 | 3992 | 7268 | 3276 | 3992 |
Profit Streak | 162.8839 | 182.8839 | 0 | 162.8839 | 182.8839 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154490 | 335348 | -85573 | -371589 | -580447 | -143638 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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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