Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88447.0323 | 37542.5783 | 50904.454 | 90273.5946 | 48760.1931 | 41513.4016 |
Total P&L (%) | 88.447 | 37.5426 | 50.9045 | 90.2736 | 48.7602 | 41.5134 |
Avg Daily Profit (%) | 0.3396 | 0.1442 | 0.1955 | 0.2473 | 0.1526 | 0.1334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37317 | -30356 | -22878 | -76777 | -58188 | -58698 |
Profit Factor | 1.2449 | 1.2034 | 1.2883 | 1.1358 | 1.1475 | 1.1242 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 172 | 92 | 80 | 172 | 92 | 80 |
Losing Trades | 153 | 70 | 83 | 153 | 70 | 83 |
Profitability (%) | 52.9231 | 56.7901 | 49.0798 | 52.9231 | 56.7901 | 49.0798 |
Ratio Avg Win / Avg Loss | 1.1074 | 0.9156 | 1.3366 | 1.0103 | 0.8731 | 1.1663 |
Largest Winning Trade | 17283 | 15248 | 17283 | 28430 | 28430 | 25789 |
Largest Losing Trade | -11434 | -10182 | -11434 | -21848 | -19594 | -21848 |
Avg Bars in Trades | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Winners | 89 | 78 | 103 | 89 | 78 | 103 |
Avg Bars in Losers | 59 | 69 | 51 | 59 | 69 | 51 |
Bars Traded | 24603 | 12073 | 12530 | 24603 | 12073 | 12530 |
Profit Streak | 0 | 3.2538 | 0 | 0 | 3.2538 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332803 | -5879 | 175206 | -62477 | -54850 | -102398 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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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