Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52625.8557 | 32910.3152 | 19715.5404 | 51418.4095 | 28537.2524 | 22881.1571 |
Total P&L (%) | 52.6259 | 32.9103 | 19.7155 | 51.4184 | 28.5373 | 22.8812 |
Avg Daily Profit (%) | 0.6062 | 0.3791 | 0.2271 | 0.4791 | 0.2896 | 0.2376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30022 | -22042 | -10551 | -57160 | -43410 | -18141 |
Profit Factor | 1.4843 | 1.4558 | 1.5406 | 1.3275 | 1.2729 | 1.4363 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 61.5385 | 63.0435 | 60 | 61.5385 | 63.0435 | 60 |
Ratio Avg Win / Avg Loss | 0.9277 | 0.8534 | 1.0271 | 0.8297 | 0.7462 | 0.9576 |
Largest Winning Trade | 23254 | 23254 | 13005 | 24535 | 24535 | 14980 |
Largest Losing Trade | -14622 | -14622 | -10223 | -30167 | -30167 | -12802 |
Avg Bars in Trades | 266 | 336 | 195 | 266 | 336 | 195 |
Avg Bars in Winners | 242 | 353 | 123 | 242 | 353 | 123 |
Avg Bars in Losers | 306 | 308 | 303 | 306 | 308 | 303 |
Bars Traded | 24270 | 15477 | 8792 | 24270 | 15477 | 8792 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333717 | 197515 | 62797 | 257206 | 115756 | 59060 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "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) |
---|