Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290572.5416 | 259633.459 | 30939.0826 | -16086.6308 | 81370.5694 | -97457.2002 |
Total P&L (%) | 290.5725 | 259.6335 | 30.9391 | -16.0866 | 81.3706 | -97.4572 |
Avg Daily Profit (%) | 0.2128 | 0.1902 | 0.0227 | -0.0128 | 0.0436 | -0.2686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272035 | -198303 | -88352 | -637307 | -442325 | -212719 |
Profit Factor | 1.4113 | 1.532 | 1.1416 | 0.9883 | 1.0932 | 0.8037 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 46.0177 | 41.0714 | 50.8772 | 46.0177 | 41.0714 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.6555 | 2.1981 | 1.1022 | 1.1593 | 1.5686 | 0.776 |
Largest Winning Trade | 157146 | 157146 | 29943 | 195584 | 195584 | 118578 |
Largest Losing Trade | -54195 | -54195 | -28358 | -104493 | -104493 | -90761 |
Avg Bars in Trades | 33 | 43 | 22 | 33 | 43 | 22 |
Avg Bars in Winners | 35 | 53 | 21 | 35 | 53 | 21 |
Avg Bars in Losers | 31 | 37 | 24 | 31 | 37 | 24 |
Bars Traded | 3746 | 2451 | 1295 | 3746 | 2451 | 1295 |
Profit Streak | 0 | 48.0138 | 0 | 0 | 48.0138 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300857 | -172388 | -410071 | -580359 | -434039 | -760441 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "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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