Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254190.6107 | 156063.9999 | 98126.6108 | 306616.3778 | 92501.1276 | 214115.2501 |
Total P&L (%) | 254.1906 | 156.064 | 98.1266 | 306.6164 | 92.5011 | 214.1153 |
Avg Daily Profit (%) | 0.244 | 0.1498 | 0.0942 | 0.1347 | 0.0629 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66796 | -57941 | -39339 | -205727 | -163256 | -90991 |
Profit Factor | 1.7143 | 1.8738 | 1.5536 | 1.3072 | 1.1734 | 1.4609 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 42.1053 | 38.5965 | 45.614 | 42.1053 | 38.5965 | 45.614 |
Ratio Avg Win / Avg Loss | 2.3571 | 2.981 | 1.8523 | 1.7974 | 1.8667 | 1.7419 |
Largest Winning Trade | 84568 | 84568 | 32800 | 154653 | 154653 | 117718 |
Largest Losing Trade | -34729 | -18249 | -34729 | -77883 | -44268 | -77883 |
Avg Bars in Trades | 213 | 209 | 218 | 213 | 209 | 218 |
Avg Bars in Winners | 310 | 299 | 318 | 310 | 299 | 318 |
Avg Bars in Losers | 143 | 152 | 133 | 143 | 152 | 133 |
Bars Traded | 24377 | 11933 | 12444 | 24377 | 11933 | 12444 |
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 | 305237 | -174256 | -246221 | -14669 | -322422 | -225800 |
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 209 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 209 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "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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