Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784673.0159 | 744917.501 | 39755.5149 | 148290.5394 | 1131331.6142 | -983041.0748 |
Total P&L (%) | 784.673 | 744.9175 | 39.7555 | 148.2905 | 1131.3316 | -983.0411 |
Avg Daily Profit (%) | 0.3391 | 0.3219 | 0.0172 | 0.0393 | 0.1085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163988 | -171317 | -160761 | -2928756 | -2202099 | -2099851 |
Profit Factor | 1.6563 | 2.2112 | 1.0685 | 1.0162 | 1.2199 | 0.755 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 50.8671 | 44.186 | 57.4713 | 50.8671 | 44.186 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.5999 | 2.7931 | 0.7907 | 0.9815 | 1.5409 | 0.5587 |
Largest Winning Trade | 365440 | 365440 | 37362 | 1814960 | 1814960 | 516968 |
Largest Losing Trade | -61762 | -47290 | -61762 | -749038 | -749038 | -643184 |
Avg Bars in Trades | 49 | 64 | 34 | 49 | 64 | 34 |
Avg Bars in Winners | 53 | 73 | 38 | 53 | 73 | 38 |
Avg Bars in Losers | 45 | 58 | 28 | 45 | 58 | 28 |
Bars Traded | 8553 | 5588 | 2965 | 8553 | 5588 | 2965 |
Profit Streak | 8.9947 | 0 | 44.7447 | 8.9947 | 0 | 44.7447 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505803 | 385280 | -317375 | -343096 | -49540 | -579143 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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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