Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176074.1923 | 83252.314 | 92821.8783 | 239570.1091 | 105747.8438 | 133822.2653 |
Total P&L (%) | 176.0742 | 83.2523 | 92.8219 | 239.5701 | 105.7478 | 133.8223 |
Avg Daily Profit (%) | 0.3381 | 0.1598 | 0.1782 | 0.235 | 0.1386 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54944 | -41296 | -42015 | -147819 | -119992 | -107888 |
Profit Factor | 2.0452 | 2.0964 | 2.0031 | 1.6315 | 1.6055 | 1.6538 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 58.6207 | 44.8276 | 72.4138 | 58.6207 | 44.8276 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.4436 | 2.5801 | 0.7631 | 1.1517 | 1.976 | 0.63 |
Largest Winning Trade | 65004 | 65004 | 32173 | 107334 | 107334 | 78206 |
Largest Losing Trade | -26462 | -22319 | -26462 | -62884 | -52778 | -62884 |
Avg Bars in Trades | 424 | 448 | 400 | 424 | 448 | 400 |
Avg Bars in Winners | 457 | 551 | 399 | 457 | 551 | 399 |
Avg Bars in Losers | 377 | 364 | 405 | 377 | 364 | 405 |
Bars Traded | 24624 | 12996 | 11628 | 24624 | 12996 | 11628 |
Profit Streak | 76.8846 | 80.4262 | 76.8846 | 76.8846 | 80.4262 | 76.8846 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165906 | 359869 | 421536 | -167585 | -6207 | 392648 |
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{ "first_band": { "type": "dcm", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "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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