Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154693.0282 | 99734.9176 | 54958.1106 | 147291.617 | 112363.1971 | 34928.4199 |
Total P&L (%) | 154.693 | 99.7349 | 54.9581 | 147.2916 | 112.3632 | 34.9284 |
Avg Daily Profit (%) | 0.297 | 0.1915 | 0.1055 | 0.174 | 0.1447 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69322 | -53895 | -34562 | -89402 | -41490 | -95276 |
Profit Factor | 1.5792 | 1.7192 | 1.428 | 1.3832 | 1.7439 | 1.1497 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 66.6667 | 65.9091 | 67.4419 | 66.6667 | 65.9091 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.7896 | 0.8892 | 0.6894 | 0.6916 | 0.902 | 0.555 |
Largest Winning Trade | 66607 | 66607 | 32995 | 40286 | 40286 | 38639 |
Largest Losing Trade | -31387 | -26456 | -31387 | -84774 | -28635 | -84774 |
Avg Bars in Trades | 281 | 302 | 259 | 281 | 302 | 259 |
Avg Bars in Winners | 268 | 285 | 250 | 268 | 285 | 250 |
Avg Bars in Losers | 308 | 334 | 279 | 308 | 334 | 279 |
Bars Traded | 24482 | 13305 | 11177 | 24482 | 13305 | 11177 |
Profit Streak | 6.046 | 122.7127 | 0 | 6.046 | 122.7127 | 0 |
Trades During Streak | 1 | 10 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409394 | 402267 | -52173 | 328430 | 137110 | -174544 |
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "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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