Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92481.6628 | 59764.8286 | 32716.8342 | 94514.4559 | 88982.4948 | 5531.9611 |
Total P&L (%) | 92.4817 | 59.7648 | 32.7168 | 94.5145 | 88.9825 | 5.532 |
Avg Daily Profit (%) | 0.3551 | 0.2295 | 0.1256 | 0.2558 | 0.2447 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39685 | -36417 | -41014 | -84773 | -48185 | -84577 |
Profit Factor | 1.3006 | 1.3977 | 1.2079 | 1.2042 | 1.4083 | 1.0226 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Losing Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Profitability (%) | 51.711 | 56.4886 | 46.9697 | 51.711 | 56.4886 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.2145 | 1.0766 | 1.3637 | 1.1245 | 1.0847 | 1.1545 |
Largest Winning Trade | 26928 | 26928 | 17373 | 51293 | 51293 | 17621 |
Largest Losing Trade | -14557 | -11432 | -14557 | -23045 | -23045 | -14557 |
Avg Bars in Trades | 93 | 91 | 95 | 93 | 91 | 95 |
Avg Bars in Winners | 92 | 84 | 103 | 92 | 84 | 103 |
Avg Bars in Losers | 94 | 100 | 88 | 94 | 100 | 88 |
Bars Traded | 24580 | 11976 | 12604 | 24580 | 11976 | 12604 |
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 | 332512 | 255980 | -31425 | 280745 | 287552 | -529479 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 160, "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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