Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420526.5348 | 366544.7937 | 53981.7411 | 254504.8486 | -35634.8102 | 290139.6588 |
Total P&L (%) | 420.5265 | 366.5448 | 53.9817 | 254.5048 | -35.6348 | 290.1397 |
Avg Daily Profit (%) | 0.1791 | 0.1561 | 0.023 | 0.0539 | -0.0188 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90121 | -78869 | -73424 | -360739 | -349948 | -157238 |
Profit Factor | 1.685 | 2.1586 | 1.1814 | 1.1957 | 0.9572 | 1.6217 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 44.1441 | 50 | 38.1818 | 44.1441 | 50 | 38.1818 |
Ratio Avg Win / Avg Loss | 2.1321 | 2.1586 | 1.9128 | 1.513 | 0.9572 | 2.6257 |
Largest Winning Trade | 179680 | 179680 | 55633 | 164544 | 164544 | 120597 |
Largest Losing Trade | -57834 | -57834 | -30885 | -281395 | -281395 | -78728 |
Avg Bars in Trades | 83 | 91 | 74 | 83 | 91 | 74 |
Avg Bars in Winners | 114 | 100 | 134 | 114 | 100 | 134 |
Avg Bars in Losers | 58 | 83 | 38 | 58 | 83 | 38 |
Bars Traded | 9257 | 5144 | 4113 | 9257 | 5144 | 4113 |
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 | 311486 | -168703 | -367698 | -127012 | -760833 | -297068 |
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{ "first_band": { "type": "midprice", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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