Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107764.4384 | 75901.7182 | 31862.7202 | 143708.2339 | 111932.1966 | 31776.0373 |
Total P&L (%) | 107.7644 | 75.9017 | 31.8627 | 143.7082 | 111.9322 | 31.776 |
Avg Daily Profit (%) | 0.4138 | 0.2915 | 0.1224 | 0.3426 | 0.2888 | 0.106 |
Buy And Hold Return (%) | 28.0578 | 28.0578 | 28.0578 | 28.0578 | 28.0578 | 28.0578 |
Max Trade Drawdown | -26132 | -17308 | -22574 | -66011 | -48699 | -53909 |
Profit Factor | 1.545 | 1.7875 | 1.3144 | 1.3674 | 1.5819 | 1.1598 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 45.5621 | 45.2381 | 45.8824 | 45.5621 | 45.2381 | 45.8824 |
Ratio Avg Win / Avg Loss | 1.846 | 2.1639 | 1.5503 | 1.6337 | 1.915 | 1.368 |
Largest Winning Trade | 23725 | 23725 | 18446 | 45829 | 45829 | 22471 |
Largest Losing Trade | -8388 | -6053 | -8388 | -20567 | -10868 | -20567 |
Avg Bars in Trades | 144 | 140 | 149 | 144 | 140 | 149 |
Avg Bars in Winners | 203 | 196 | 209 | 203 | 196 | 209 |
Avg Bars in Losers | 96 | 94 | 98 | 96 | 94 | 98 |
Bars Traded | 24491 | 11803 | 12688 | 24491 | 11803 | 12688 |
Profit Streak | 10.171 | 12.7231 | 10.171 | 10.171 | 12.7231 | 10.171 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311135 | 213307 | -154640 | 290174 | 236587 | -223410 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 166 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 166 } }, "second_band": { "type": "dcm", "factors": { "length": 206, "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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