Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200398.4925 | 110044.9247 | 90353.5677 | 329300.4944 | 167452.6517 | 161847.8426 |
Total P&L (%) | 200.3985 | 110.0449 | 90.3536 | 329.3005 | 167.4527 | 161.8478 |
Avg Daily Profit (%) | 0.7695 | 0.4226 | 0.347 | 0.561 | 0.3785 | 0.3703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58376 | -45206 | -30250 | -107394 | -80106 | -53071 |
Profit Factor | 1.7499 | 1.788 | 1.7081 | 1.7035 | 1.6775 | 1.7327 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 42.5373 | 37.3134 | 47.7612 | 42.5373 | 37.3134 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.3639 | 3.0038 | 1.8683 | 2.3013 | 2.8182 | 1.8951 |
Largest Winning Trade | 66515 | 66515 | 18232 | 129046 | 129046 | 40050 |
Largest Losing Trade | -21957 | -16704 | -21957 | -31190 | -26013 | -31190 |
Avg Bars in Trades | 183 | 194 | 173 | 183 | 194 | 173 |
Avg Bars in Winners | 239 | 240 | 238 | 239 | 240 | 238 |
Avg Bars in Losers | 142 | 167 | 113 | 142 | 167 | 113 |
Bars Traded | 24639 | 13041 | 11598 | 24639 | 13041 | 11598 |
Profit Streak | 5.0376 | 0 | 5.1522 | 5.0376 | 0 | 5.1522 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452890 | -110372 | -106396 | 385524 | -110962 | -106149 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "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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