Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047722.5626 | 995090.7751 | 52631.7875 | -57498.7078 | 7466.809 | -64965.5168 |
Total P&L (%) | 1047.7226 | 995.0908 | 52.6318 | -57.4987 | 7.4668 | -64.9655 |
Avg Daily Profit (%) | 0.503 | 0.4778 | 0.0253 | -0.0411 | 0.0035 | -0.0503 |
Buy And Hold Return (%) | 55.5385 | 55.5385 | 55.5385 | 55.5385 | 55.5385 | 55.5385 |
Max Trade Drawdown | -113380 | -71805 | -83963 | -98384 | -51329 | -15376 |
Profit Factor | 2.6284 | 4.2495 | 1.1561 | 0.7739 | 1.0797 | 0.5955 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 39.3258 | 31.1111 | 47.7273 | 39.3258 | 31.1111 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.0553 | 9.4096 | 1.2662 | 1.194 | 2.3908 | 0.6522 |
Largest Winning Trade | 380455 | 380455 | 66383 | 45026 | 45026 | 21337 |
Largest Losing Trade | -99389 | -51173 | -99389 | -98297 | -18144 | -98297 |
Avg Bars in Trades | 269 | 291 | 247 | 269 | 291 | 247 |
Avg Bars in Winners | 428 | 519 | 368 | 428 | 519 | 368 |
Avg Bars in Losers | 166 | 187 | 136 | 166 | 187 | 136 |
Bars Traded | 23977 | 13102 | 10876 | 23977 | 13102 | 10876 |
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 | 422180 | 373560 | -374532 | -583024 | -492964 | -581603 |
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{ "first_band": { "type": "midprice", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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