Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466758.0677 | 264057.618 | 202700.4496 | 1605750.5143 | 898341.0079 | 707409.5065 |
Total P&L (%) | 466.7581 | 264.0576 | 202.7005 | 1605.7505 | 898.341 | 707.4095 |
Avg Daily Profit (%) | 0.2486 | 0.1406 | 0.108 | 0.1512 | 0.1226 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46177 | -108697 | -50747 | -296446 | -203739 | -308004 |
Profit Factor | 2.3258 | 2.6289 | 2.0671 | 2.0066 | 2.6057 | 1.683 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 52.9412 | 52.381 | 53.4884 | 52.9412 | 52.381 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.0673 | 2.3899 | 1.7974 | 1.7836 | 2.3688 | 1.4635 |
Largest Winning Trade | 179772 | 179772 | 59050 | 569549 | 210012 | 569549 |
Largest Losing Trade | -27730 | -27730 | -25052 | -262088 | -203739 | -262088 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 57 | 38 | 74 | 57 | 38 | 74 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 3420 | 1285 | 2135 | 3420 | 1285 | 2135 |
Profit Streak | 44.8617 | 0 | 52.8617 | 44.8617 | 0 | 52.8617 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490646 | 3008 | -43859 | 453502 | -23564 | -40834 |
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "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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