Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101989.1022 | 81684.3756 | 20304.7266 | 23658.4366 | 15357.0395 | 8301.3971 |
Total P&L (%) | 101.9891 | 81.6844 | 20.3047 | 23.6584 | 15.357 | 8.3014 |
Avg Daily Profit (%) | 0.1958 | 0.1568 | 0.039 | 0.0408 | 0.0274 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129176 | -93998 | -64695 | -217591 | -143456 | -107770 |
Profit Factor | 1.1436 | 1.225 | 1.0585 | 1.0304 | 1.0396 | 1.0212 |
Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Winning Trades | 244 | 121 | 123 | 244 | 121 | 123 |
Losing Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Profitability (%) | 54.5861 | 54.2601 | 54.9107 | 54.5861 | 54.2601 | 54.9107 |
Ratio Avg Win / Avg Loss | 0.9514 | 1.0326 | 0.8691 | 0.8573 | 0.8764 | 0.8386 |
Largest Winning Trade | 63861 | 63861 | 22151 | 55631 | 55631 | 27103 |
Largest Losing Trade | -31108 | -29093 | -31108 | -51398 | -40863 | -51398 |
Avg Bars in Trades | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 58 | 56 | 61 | 58 | 56 | 61 |
Bars Traded | 24721 | 11315 | 13406 | 24721 | 11315 | 13406 |
Profit Streak | 0 | 18.754 | 0 | 0 | 18.754 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54316 | 325559 | -304708 | -329274 | -342633 | -536313 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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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