Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139400.9929 | 68750.6197 | 70650.3732 | 142744.8993 | 84122.8681 | 58622.0312 |
Total P&L (%) | 139.401 | 68.7506 | 70.6504 | 142.7449 | 84.1229 | 58.622 |
Avg Daily Profit (%) | 0.2726 | 0.1345 | 0.1382 | 0.1736 | 0.1195 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58644 | -54581 | -27101 | -78319 | -58029 | -49236 |
Profit Factor | 1.3596 | 1.3352 | 1.387 | 1.2456 | 1.2973 | 1.1966 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 63.1313 | 65.6566 | 60.6061 | 63.1313 | 65.6566 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.794 | 0.6984 | 0.9016 | 0.7274 | 0.6786 | 0.7778 |
Largest Winning Trade | 57544 | 57544 | 12871 | 51439 | 51439 | 19077 |
Largest Losing Trade | -27311 | -27311 | -27101 | -36475 | -33257 | -36475 |
Avg Bars in Trades | 121 | 124 | 119 | 121 | 124 | 119 |
Avg Bars in Winners | 84 | 77 | 93 | 84 | 77 | 93 |
Avg Bars in Losers | 184 | 214 | 159 | 184 | 214 | 159 |
Bars Traded | 24084 | 12295 | 11789 | 24084 | 12295 | 11789 |
Profit Streak | 17.9396 | 37.6271 | 0 | 17.9396 | 37.6271 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350211 | -11992 | -9138 | 294665 | -32144 | -78695 |
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{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "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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