Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264735.4332 | 176315.0836 | 88420.3496 | 362293.9558 | -10796.5955 | 373090.5513 |
Total P&L (%) | 264.7354 | 176.3151 | 88.4204 | 362.294 | -10.7966 | 373.0906 |
Avg Daily Profit (%) | 0.5083 | 0.3385 | 0.1698 | 0.2944 | -0.0219 | 0.2988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59717 | -52282 | -33509 | -363441 | -385229 | -234863 |
Profit Factor | 1.5788 | 1.6887 | 1.4391 | 1.1847 | 0.9901 | 1.431 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 43.0939 | 39.5604 | 46.6667 | 43.0939 | 39.5604 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0848 | 2.5799 | 1.6446 | 1.5644 | 1.5127 | 1.6354 |
Largest Winning Trade | 124061 | 124061 | 30931 | 261916 | 261916 | 175207 |
Largest Losing Trade | -24249 | -24249 | -14148 | -128097 | -128097 | -110665 |
Avg Bars in Trades | 136 | 157 | 114 | 136 | 157 | 114 |
Avg Bars in Winners | 177 | 209 | 150 | 177 | 209 | 150 |
Avg Bars in Losers | 105 | 123 | 84 | 105 | 123 | 84 |
Bars Traded | 24675 | 14338 | 10337 | 24675 | 14338 | 10337 |
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 | 390532 | 254332 | 260233 | -10146 | -582939 | 298161 |
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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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