Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194361.4797 | 268866.3269 | -74504.8472 | -376022.5722 | -273864.7092 | -102157.863 |
Total P&L (%) | 194.3615 | 268.8663 | -74.5048 | -376.0226 | -273.8647 | -102.1579 |
Avg Daily Profit (%) | 0.1563 | 0.2162 | -0.0599 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98446 | -42317 | -72875 | -622826 | -370645 | -353806 |
Profit Factor | 1.2892 | 2.2191 | 0.835 | 0.8274 | 0.7169 | 0.9157 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 29 | 35 | 49 | 28 | 21 |
Losing Trades | 50 | 28 | 22 | 65 | 29 | 36 |
Profitability (%) | 56.1404 | 50.8772 | 61.4035 | 42.9825 | 49.1228 | 36.8421 |
Ratio Avg Win / Avg Loss | 1.0072 | 2.1426 | 0.5248 | 1.0976 | 0.7425 | 1.5697 |
Largest Winning Trade | 198782 | 198782 | 28162 | 510770 | 121046 | 510770 |
Largest Losing Trade | -179931 | -27572 | -179931 | -179931 | -171195 | -179931 |
Avg Bars in Trades | 124 | 143 | 105 | 124 | 143 | 105 |
Avg Bars in Winners | 111 | 140 | 87 | 132 | 145 | 115 |
Avg Bars in Losers | 140 | 145 | 134 | 118 | 140 | 100 |
Bars Traded | 14203 | 8168 | 6035 | 14203 | 8168 | 6035 |
Profit Streak | 7.9157 | 8.1657 | 0 | 0 | 0 | 11.5824 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325436 | -167285 | -759355 | -581537 | -761174 | -761930 |
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 246, "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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