Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245844.8329 | 209437.9278 | 36406.9051 | -67979.2307 | 68674.2861 | -136653.5168 |
Total P&L (%) | 245.8448 | 209.4379 | 36.4069 | -67.9792 | 68.6743 | -136.6535 |
Avg Daily Profit (%) | 0.236 | 0.2011 | 0.035 | -0.1093 | 0.0502 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97095 | -73314 | -98026 | -124770 | -47789 | -161501 |
Profit Factor | 1.3168 | 1.6818 | 1.0776 | 0.8572 | 1.4984 | 0.5961 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 59.0308 | 57.5221 | 60.5263 | 59.0308 | 57.5221 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.9139 | 1.2419 | 0.7028 | 0.5949 | 1.1065 | 0.3888 |
Largest Winning Trade | 34155 | 29054 | 34155 | 15569 | 15569 | 13395 |
Largest Losing Trade | -94014 | -44803 | -94014 | -124734 | -33830 | -124734 |
Avg Bars in Trades | 109 | 111 | 106 | 109 | 111 | 106 |
Avg Bars in Winners | 82 | 78 | 87 | 82 | 78 | 87 |
Avg Bars in Losers | 146 | 156 | 136 | 146 | 156 | 136 |
Bars Traded | 24754 | 12595 | 12159 | 24754 | 12595 | 12159 |
Profit Streak | 22.0786 | 22.0786 | 34.4536 | 22.0786 | 22.0786 | 34.4536 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372979 | 412983 | -282914 | -576866 | -122893 | -578161 |
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "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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