Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515438.3914 | 460296.6362 | 55141.7551 | 213403.0235 | -61627.6916 | 275030.715 |
Total P&L (%) | 515.4384 | 460.2966 | 55.1418 | 213.403 | -61.6277 | 275.0307 |
Avg Daily Profit (%) | 0.2765 | 0.247 | 0.0296 | 0.0613 | -0.0514 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241702 | -166945 | -84262 | -5233642 | -3616311 | -1617330 |
Profit Factor | 1.4497 | 1.8037 | 1.0962 | 1.0106 | 0.994 | 1.0278 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 114 | 48 | 66 | 114 | 48 | 66 |
Losing Trades | 193 | 106 | 87 | 193 | 106 | 87 |
Profitability (%) | 37.1336 | 31.1688 | 43.1373 | 37.1336 | 31.1688 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.4544 | 3.9833 | 1.4449 | 1.7109 | 2.195 | 1.3548 |
Largest Winning Trade | 265329 | 265329 | 37762 | 1603356 | 1603356 | 781151 |
Largest Losing Trade | -35555 | -27047 | -35555 | -673924 | -507758 | -673924 |
Avg Bars in Trades | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Winners | 124 | 130 | 120 | 124 | 130 | 120 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 22212 | 10433 | 11778 | 22212 | 10433 | 11778 |
Profit Streak | 19.3895 | 19.3895 | 19.6395 | 19.3895 | 19.3895 | 19.6395 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304885 | 177487 | -270961 | -321153 | -584513 | -290027 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "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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