Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723937.8508 | 602280.724 | 121657.1268 | 34469.0373 | 1340758.3475 | -1306289.3102 |
Total P&L (%) | 723.9379 | 602.2807 | 121.6571 | 34.469 | 1340.7583 | -1306.2893 |
Avg Daily Profit (%) | 0.4893 | 0.4071 | 0.0822 | 0.02 | 0.1805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179267 | -85370 | -145229 | -2859435 | -781111 | -2595557 |
Profit Factor | 1.7988 | 2.4245 | 1.2516 | 1.0052 | 1.6425 | 0.7109 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 34.7619 | 27.619 | 41.9048 | 34.7619 | 27.619 | 41.9048 |
Ratio Avg Win / Avg Loss | 3.3759 | 6.3539 | 1.7352 | 1.8865 | 4.3046 | 0.9856 |
Largest Winning Trade | 455048 | 455048 | 67159 | 1232670 | 1232670 | 321066 |
Largest Losing Trade | -89782 | -17943 | -89782 | -1867037 | -169532 | -1867037 |
Avg Bars in Trades | 83 | 58 | 107 | 83 | 58 | 107 |
Avg Bars in Winners | 162 | 122 | 188 | 162 | 122 | 188 |
Avg Bars in Losers | 40 | 33 | 49 | 40 | 33 | 49 |
Bars Traded | 17456 | 6122 | 11334 | 17456 | 6122 | 11334 |
Profit Streak | 10.2418 | 11.4085 | 0 | 10.2418 | 11.4085 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351121 | -3485 | -85697 | -386673 | -6931 | -584200 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "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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