Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524016.4529 | 634229.8327 | -110213.3798 | -90731.4543 | 140558.8522 | -231290.3065 |
Total P&L (%) | 524.0165 | 634.2298 | -110.2134 | -90.7315 | 140.5589 | -231.2903 |
Avg Daily Profit (%) | 0.2265 | 0.2741 | -0.0476 | -0.1027 | 0.0379 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224602 | -183703 | -244481 | -338910 | -178680 | -265944 |
Profit Factor | 1.3561 | 1.7699 | 0.8298 | 0.8899 | 1.3113 | 0.3795 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 48.8479 | 43.5185 | 54.1284 | 48.8479 | 43.5185 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.4201 | 2.2971 | 0.7033 | 0.9319 | 1.7019 | 0.3216 |
Largest Winning Trade | 365440 | 365440 | 42464 | 210972 | 210972 | 15160 |
Largest Losing Trade | -64291 | -61148 | -64291 | -165716 | -165716 | -73390 |
Avg Bars in Trades | 39 | 53 | 26 | 39 | 53 | 26 |
Avg Bars in Winners | 42 | 61 | 26 | 42 | 61 | 26 |
Avg Bars in Losers | 37 | 46 | 25 | 37 | 46 | 25 |
Bars Traded | 8602 | 5754 | 2848 | 8602 | 5754 | 2848 |
Profit Streak | 43.6343 | 101.1343 | 43.6343 | 43.6343 | 101.1343 | 43.6343 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373165 | 367130 | -579675 | -579102 | -142783 | -579675 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 223, "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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