Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101840.1564 | 55691.4887 | 46148.6678 | 90945.5161 | 35964.181 | 54981.3351 |
Total P&L (%) | 101.8402 | 55.6915 | 46.1487 | 90.9455 | 35.9642 | 54.9813 |
Avg Daily Profit (%) | 0.3911 | 0.2139 | 0.1772 | 0.2487 | 0.118 | 0.1684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28894 | -31281 | -27481 | -34906 | -35284 | -32818 |
Profit Factor | 1.8203 | 1.6666 | 2.1366 | 1.5616 | 1.3216 | 2.0972 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 48.6842 | 36.8421 | 60.5263 | 48.6842 | 36.8421 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.9187 | 2.857 | 1.3934 | 1.6461 | 2.2656 | 1.3678 |
Largest Winning Trade | 96589 | 96589 | 14621 | 92924 | 92924 | 15663 |
Largest Losing Trade | -14054 | -14054 | -10993 | -16646 | -16646 | -12085 |
Avg Bars in Trades | 320 | 353 | 288 | 320 | 353 | 288 |
Avg Bars in Winners | 302 | 294 | 306 | 302 | 294 | 306 |
Avg Bars in Losers | 338 | 387 | 260 | 338 | 387 | 260 |
Bars Traded | 24386 | 13422 | 10964 | 24386 | 13422 | 10964 |
Profit Streak | 9.1074 | 0 | 12.774 | 9.1074 | 0 | 12.774 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42309 | 123945 | 334696 | -44186 | -43171 | 353527 |
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midprice", "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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