Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38016.3337 | 16413.9525 | 21602.3812 | 43654.0561 | 17528.2993 | 26125.7568 |
Total P&L (%) | 38.0163 | 16.414 | 21.6024 | 43.6541 | 17.5283 | 26.1258 |
Avg Daily Profit (%) | 0.73 | 0.3152 | 0.4148 | 0.698 | 0.3106 | 0.4467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8760 | -5448 | -8332 | -12782 | -7798 | -12166 |
Profit Factor | 2.5038 | 2.1869 | 2.8865 | 2.2345 | 1.9177 | 2.6066 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 61.0169 | 62.069 | 60 | 61.0169 | 62.069 | 60 |
Ratio Avg Win / Avg Loss | 1.5996 | 1.3364 | 1.9243 | 1.4276 | 1.172 | 1.7378 |
Largest Winning Trade | 10158 | 10158 | 6588 | 10291 | 10291 | 9125 |
Largest Losing Trade | -3211 | -3211 | -3185 | -4738 | -4253 | -4738 |
Avg Bars in Trades | 395 | 404 | 386 | 395 | 404 | 386 |
Avg Bars in Winners | 367 | 329 | 406 | 367 | 329 | 406 |
Avg Bars in Losers | 437 | 526 | 355 | 437 | 526 | 355 |
Bars Traded | 23309 | 11716 | 11593 | 23309 | 11716 | 11593 |
Profit Streak | 0.2037 | 0 | 4.8599 | 0.2037 | 0 | 4.8599 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169063 | 75813 | 366165 | -170466 | 82452 | 441676 |
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "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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