Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159634.6466 | 63370.1302 | 96264.5163 | 149006.7609 | 8772.5979 | 140234.163 |
Total P&L (%) | 159.6346 | 63.3701 | 96.2645 | 149.0068 | 8.7726 | 140.2342 |
Avg Daily Profit (%) | 0.1731 | 0.0687 | 0.1044 | 0.099 | 0.0091 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70309 | -55234 | -52109 | -220182 | -178513 | -169001 |
Profit Factor | 1.5807 | 1.4397 | 1.736 | 1.2538 | 1.0268 | 1.5397 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 47.0588 | 41.8605 | 52.381 | 47.0588 | 41.8605 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7783 | 1.9996 | 1.5782 | 1.4105 | 1.4261 | 1.3997 |
Largest Winning Trade | 58330 | 58330 | 36187 | 102057 | 102057 | 95867 |
Largest Losing Trade | -22588 | -22588 | -16222 | -58562 | -55781 | -58562 |
Avg Bars in Trades | 125 | 110 | 140 | 125 | 110 | 140 |
Avg Bars in Winners | 178 | 147 | 203 | 178 | 147 | 203 |
Avg Bars in Losers | 78 | 83 | 71 | 78 | 83 | 71 |
Bars Traded | 10653 | 4742 | 5911 | 10653 | 4742 | 5911 |
Profit Streak | 51.8331 | 62.7498 | 51.8331 | 51.8331 | 62.7498 | 51.8331 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388688 | -101698 | -49389 | -60512 | -539602 | -63536 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "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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