Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657701.5246 | 683110.9982 | -25409.4735 | 497157.4063 | 2033675.448 | -1536518.0417 |
Total P&L (%) | 657.7015 | 683.111 | -25.4095 | 497.1574 | 2033.6754 | -1536.518 |
Avg Daily Profit (%) | 0.3602 | 0.3741 | -0.0139 | 0.0979 | 0.1677 | 0 |
Buy And Hold Return (%) | 677.254 | 677.254 | 677.254 | 677.254 | 677.254 | 677.254 |
Max Trade Drawdown | -126600 | -76979 | -144627 | -1518732 | -598711 | -1846210 |
Profit Factor | 1.7089 | 2.6709 | 0.951 | 1.0758 | 1.7945 | 0.6161 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 51.5 | 53 | 50 | 51.5 | 53 | 50 |
Ratio Avg Win / Avg Loss | 1.6093 | 2.3685 | 0.951 | 1.0131 | 1.5913 | 0.6161 |
Largest Winning Trade | 211112 | 211112 | 79019 | 1143985 | 1143985 | 302481 |
Largest Losing Trade | -71601 | -25483 | -71601 | -1243052 | -265536 | -1243052 |
Avg Bars in Trades | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Winners | 130 | 118 | 143 | 130 | 118 | 143 |
Avg Bars in Losers | 83 | 87 | 79 | 83 | 87 | 79 |
Bars Traded | 21530 | 10380 | 11150 | 21530 | 10380 | 11150 |
Profit Streak | 11.8953 | 17.2286 | 11.8953 | 11.8953 | 17.2286 | 11.8953 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150804 | -147796 | -580440 | -362898 | 314193 | -580440 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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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