Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596075.8959 | 446588.1282 | 149487.7678 | 2409288.0858 | 1051731.3097 | 1357556.7761 |
Total P&L (%) | 596.0759 | 446.5881 | 149.4878 | 2409.2881 | 1051.7313 | 1357.5568 |
Avg Daily Profit (%) | 0.3358 | 0.2516 | 0.0842 | 0.1817 | 0.1378 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63960 | -42627 | -54018 | -2434991 | -1659089 | -1012455 |
Profit Factor | 2.4709 | 3.7676 | 1.6129 | 1.4851 | 1.4446 | 1.5219 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 39.5062 | 41.4634 | 37.5 | 39.5062 | 41.4634 | 37.5 |
Ratio Avg Win / Avg Loss | 3.7835 | 5.319 | 2.6882 | 2.274 | 2.0394 | 2.5365 |
Largest Winning Trade | 166518 | 166518 | 75973 | 1737906 | 891804 | 1737906 |
Largest Losing Trade | -39631 | -21134 | -39631 | -487112 | -487112 | -482050 |
Avg Bars in Trades | 63 | 51 | 76 | 63 | 51 | 76 |
Avg Bars in Winners | 129 | 92 | 171 | 129 | 92 | 171 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 5163 | 2112 | 3051 | 5163 | 2112 | 3051 |
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 | -6451 | 420092 | -82295 | -10151 | -9892 | 192147 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "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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