Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78464.8205 | 44486.4445 | 33978.376 | 66808.1788 | 56893.6641 | 9914.5147 |
Total P&L (%) | 78.4648 | 44.4864 | 33.9784 | 66.8082 | 56.8937 | 9.9145 |
Avg Daily Profit (%) | 0.3013 | 0.1708 | 0.1305 | 0.1967 | 0.1731 | 0.0363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48675 | -29080 | -48747 | -98380 | -57263 | -103259 |
Profit Factor | 1.2629 | 1.2833 | 1.2402 | 1.1235 | 1.2053 | 1.0376 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 56.6964 | 52.6786 | 60.7143 | 56.6964 | 52.6786 | 60.7143 |
Ratio Avg Win / Avg Loss | 0.9646 | 1.1528 | 0.8025 | 0.8581 | 1.0827 | 0.6714 |
Largest Winning Trade | 19520 | 12099 | 19520 | 31011 | 22866 | 31011 |
Largest Losing Trade | -31023 | -14110 | -31023 | -62285 | -24235 | -62285 |
Avg Bars in Trades | 109 | 108 | 110 | 109 | 108 | 110 |
Avg Bars in Winners | 95 | 97 | 92 | 95 | 97 | 92 |
Avg Bars in Losers | 128 | 121 | 136 | 128 | 121 | 136 |
Bars Traded | 24549 | 12204 | 12345 | 24549 | 12204 | 12345 |
Profit Streak | 8.3075 | 8.3075 | 11.0159 | 8.3075 | 8.3075 | 11.0159 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319581 | 176337 | -22714 | -76757 | 194059 | -490197 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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