Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185098.1897 | 1273091.3952 | -87993.2055 | 3971.0766 | 624769.9532 | -620798.8766 |
Total P&L (%) | 1185.0982 | 1273.0914 | -87.9932 | 3.9711 | 624.77 | -620.7989 |
Avg Daily Profit (%) | 0.6495 | 0.6977 | -0.0482 | 0.0021 | 0.1086 | 0 |
Buy And Hold Return (%) | 721.3149 | 721.3149 | 721.3149 | 721.3149 | 721.3149 | 721.3149 |
Max Trade Drawdown | -217956 | -110919 | -210313 | -929046 | -337941 | -656112 |
Profit Factor | 2.5868 | 5.1337 | 0.7995 | 1.003 | 2.2307 | 0.2514 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 41.7722 | 38.4615 | 45 | 41.7722 | 38.4615 | 45 |
Ratio Avg Win / Avg Loss | 3.6058 | 8.2139 | 0.9772 | 1.3981 | 3.5692 | 0.3072 |
Largest Winning Trade | 910173 | 910173 | 76994 | 854429 | 854429 | 37680 |
Largest Losing Trade | -80762 | -47129 | -80762 | -343241 | -199511 | -343241 |
Avg Bars in Trades | 271 | 242 | 300 | 271 | 242 | 300 |
Avg Bars in Winners | 449 | 409 | 482 | 449 | 409 | 482 |
Avg Bars in Losers | 144 | 138 | 151 | 144 | 138 | 151 |
Bars Traded | 21466 | 9463 | 12003 | 21466 | 9463 | 12003 |
Profit Streak | 0 | 167.7322 | 0 | 0 | 167.7322 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26934 | 310184 | -582694 | -607476 | -212228 | -582694 |
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{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 162 } }, "second_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 162 } }, "second_band": { "type": "dcm", "factors": { "length": 150, "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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