Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176773.2868 | 108616.1657 | 68157.1211 | 252385.135 | 166342.1226 | 86043.0124 |
Total P&L (%) | 176.7733 | 108.6162 | 68.1571 | 252.3851 | 166.3421 | 86.043 |
Avg Daily Profit (%) | 0.3394 | 0.2085 | 0.1309 | 0.2421 | 0.1883 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65031 | -44534 | -72575 | -85838 | -93773 | -96200 |
Profit Factor | 1.2811 | 1.3666 | 1.205 | 1.2391 | 1.3353 | 1.1537 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Losing Trades | 244 | 124 | 120 | 244 | 124 | 120 |
Profitability (%) | 45.5357 | 44.6429 | 46.4286 | 45.5357 | 44.6429 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.5323 | 1.6945 | 1.3903 | 1.482 | 1.6558 | 1.3312 |
Largest Winning Trade | 27268 | 27268 | 22952 | 55620 | 55620 | 36157 |
Largest Losing Trade | -14756 | -10621 | -14756 | -23614 | -23614 | -22890 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 72 | 72 | 73 | 72 | 72 | 73 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 24789 | 12127 | 12662 | 24789 | 12127 | 12662 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357429 | 261376 | -20283 | 278246 | 248257 | -86534 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 63 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 63 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "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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