Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51163.2556 | 36611.8223 | 14551.4333 | 59879.6944 | 46553.8879 | 13325.8065 |
Total P&L (%) | 51.1633 | 36.6118 | 14.5514 | 59.8797 | 46.5539 | 13.3258 |
Avg Daily Profit (%) | 0.9824 | 0.703 | 0.2794 | 0.9051 | 0.7366 | 0.2405 |
Buy And Hold Return (%) | 19.6866 | 19.6866 | 19.6866 | 19.6866 | 19.6866 | 19.6866 |
Max Trade Drawdown | -18364 | -11518 | -16284 | -29914 | -19141 | -25280 |
Profit Factor | 1.9998 | 2.3893 | 1.5863 | 1.7865 | 2.1545 | 1.3721 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 56.9444 | 55.5556 | 58.3333 | 56.9444 | 55.5556 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5121 | 1.9114 | 1.1331 | 1.3507 | 1.7236 | 0.9801 |
Largest Winning Trade | 12666 | 12666 | 9830 | 18811 | 18811 | 9784 |
Largest Losing Trade | -8321 | -8321 | -6585 | -14274 | -14274 | -10580 |
Avg Bars in Trades | 342 | 349 | 334 | 342 | 349 | 334 |
Avg Bars in Winners | 343 | 340 | 346 | 343 | 340 | 346 |
Avg Bars in Losers | 340 | 362 | 317 | 340 | 362 | 317 |
Bars Traded | 24629 | 12593 | 12036 | 24629 | 12593 | 12036 |
Profit Streak | 2.0979 | 2.3479 | 2.0979 | 2.0979 | 2.3479 | 2.0979 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72547 | 230293 | -158148 | -73744 | 345527 | -161456 |
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{ "first_band": { "type": "midprice", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "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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