Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478422.8704 | 447383.9348 | 31038.9356 | -652117.1767 | 21640.0034 | -673757.1801 |
Total P&L (%) | 478.4229 | 447.3839 | 31.0389 | -652.1172 | 21.64 | -673.7572 |
Avg Daily Profit (%) | 0.2556 | 0.239 | 0.0166 | 0 | 0.0105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -343700 | -176517 | -181055 | -1203953 | -555302 | -683178 |
Profit Factor | 1.678 | 2.3395 | 1.0835 | 0.6267 | 1.0275 | 0.2974 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 26 | 23 | 41 | 23 | 18 |
Losing Trades | 42 | 19 | 23 | 50 | 22 | 28 |
Profitability (%) | 53.8462 | 57.7778 | 50 | 45.0549 | 51.1111 | 39.1304 |
Ratio Avg Win / Avg Loss | 1.4382 | 1.7096 | 1.0835 | 0.7643 | 0.9828 | 0.4626 |
Largest Winning Trade | 120417 | 120417 | 47503 | 229928 | 229928 | 96628 |
Largest Losing Trade | -129513 | -57015 | -129513 | -319823 | -177163 | -319823 |
Avg Bars in Trades | 37 | 42 | 33 | 37 | 42 | 33 |
Avg Bars in Winners | 42 | 37 | 47 | 31 | 41 | 18 |
Avg Bars in Losers | 33 | 50 | 18 | 43 | 44 | 42 |
Bars Traded | 3450 | 1923 | 1528 | 3450 | 1923 | 1528 |
Profit Streak | 143.9306 | 282.9306 | 143.9306 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442354 | 533981 | -301352 | -582458 | -376430 | -584931 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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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