Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833538.783 | 819545.3959 | 13993.3871 | -67170.5894 | -81898.8574 | 14728.268 |
Total P&L (%) | 833.5388 | 819.5454 | 13.9934 | -67.1706 | -81.8989 | 14.7283 |
Avg Daily Profit (%) | 0.3519 | 0.3459 | 0.0059 | -0.047 | -0.0721 | 0.0058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254941 | -96601 | -197991 | -127256 | -93031 | -83366 |
Profit Factor | 1.9752 | 2.8083 | 1.0348 | 0.8386 | 0.6637 | 1.0854 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 52.8455 | 50 | 55.7377 | 52.8455 | 50 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.7625 | 2.8083 | 0.8218 | 0.7483 | 0.6637 | 0.8619 |
Largest Winning Trade | 798032 | 798032 | 49078 | 40461 | 34474 | 40461 |
Largest Losing Trade | -74707 | -71168 | -74707 | -67804 | -67804 | -59112 |
Avg Bars in Trades | 110 | 115 | 105 | 110 | 115 | 105 |
Avg Bars in Winners | 111 | 90 | 130 | 111 | 90 | 130 |
Avg Bars in Losers | 110 | 140 | 75 | 110 | 140 | 75 |
Bars Traded | 13617 | 7156 | 6461 | 13617 | 7156 | 6461 |
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 | 496192 | -139535 | -571265 | -580082 | -734958 | -492994 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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