Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119630.1626 | 64535.0597 | 55095.1028 | 148923.3404 | 131929.0096 | 16994.3308 |
Total P&L (%) | 119.6302 | 64.5351 | 55.0951 | 148.9233 | 131.929 | 16.9943 |
Avg Daily Profit (%) | 0.4594 | 0.2478 | 0.2116 | 0.3508 | 0.3236 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36921 | -24696 | -53280 | -128580 | -66541 | -161567 |
Profit Factor | 1.4223 | 1.5111 | 1.3509 | 1.2079 | 1.4329 | 1.0413 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 56.6524 | 53.4483 | 59.8291 | 56.6524 | 53.4483 | 59.8291 |
Ratio Avg Win / Avg Loss | 1.0883 | 1.3161 | 0.907 | 0.9242 | 1.248 | 0.6992 |
Largest Winning Trade | 22474 | 12844 | 22474 | 34480 | 34480 | 29070 |
Largest Losing Trade | -32205 | -11798 | -32205 | -92912 | -22481 | -92912 |
Avg Bars in Trades | 105 | 94 | 116 | 105 | 94 | 116 |
Avg Bars in Winners | 99 | 90 | 107 | 99 | 90 | 107 |
Avg Bars in Losers | 114 | 99 | 130 | 114 | 99 | 130 |
Bars Traded | 24649 | 11007 | 13642 | 24649 | 11007 | 13642 |
Profit Streak | 1.4257 | 10.9986 | 1.4257 | 1.4257 | 10.9986 | 1.4257 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330355 | 339147 | 90478 | 189785 | 358363 | -301022 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "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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