Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410901.7879 | 383456.9474 | 27444.8405 | 305929.5244 | 410398.8419 | -104469.3175 |
Total P&L (%) | 410.9018 | 383.4569 | 27.4448 | 305.9295 | 410.3988 | -104.4693 |
Avg Daily Profit (%) | 0.3945 | 0.3681 | 0.0263 | 0.1346 | 0.1566 | 0 |
Buy And Hold Return (%) | 145.4902 | 145.4902 | 145.4902 | 145.4902 | 145.4902 | 145.4902 |
Max Trade Drawdown | -82477 | -58397 | -81209 | -440607 | -194780 | -408593 |
Profit Factor | 2.2125 | 3.4801 | 1.1489 | 1.2721 | 1.893 | 0.8428 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 60.6557 | 61.2903 | 60 | 60.6557 | 61.2903 | 60 |
Ratio Avg Win / Avg Loss | 1.4351 | 2.198 | 0.766 | 0.8252 | 1.1956 | 0.5619 |
Largest Winning Trade | 231680 | 231680 | 59997 | 379460 | 379460 | 125387 |
Largest Losing Trade | -51541 | -28732 | -51541 | -326736 | -103006 | -326736 |
Avg Bars in Trades | 402 | 431 | 371 | 402 | 431 | 371 |
Avg Bars in Winners | 412 | 437 | 384 | 412 | 437 | 384 |
Avg Bars in Losers | 386 | 421 | 351 | 386 | 421 | 351 |
Bars Traded | 24528 | 13381 | 11147 | 24528 | 13381 | 11147 |
Profit Streak | 0 | 0 | 128.9054 | 0 | 0 | 128.9054 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155503 | 493313 | -380010 | -185932 | 283898 | -578961 |
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{ "first_band": { "type": "midprice", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 212, "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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