Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241018.3181 | 315548.9093 | -74530.5912 | -74541.8812 | 282699.9124 | -357241.7935 |
Total P&L (%) | 241.0183 | 315.5489 | -74.5306 | -74.5419 | 282.6999 | -357.2418 |
Avg Daily Profit (%) | 0.1252 | 0.164 | -0.0387 | -0.0711 | 0.0698 | 0 |
Buy And Hold Return (%) | 16.7186 | 16.7186 | 16.7186 | 16.7186 | 16.7186 | 16.7186 |
Max Trade Drawdown | -228821 | -166556 | -150818 | -568311 | -299056 | -449741 |
Profit Factor | 1.3311 | 2.0114 | 0.8208 | 0.9359 | 1.596 | 0.4808 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44 | 45.9459 | 42.1053 | 44 | 45.9459 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.6941 | 2.3663 | 1.1287 | 1.1911 | 1.8777 | 0.6612 |
Largest Winning Trade | 195421 | 195421 | 63788 | 214576 | 214576 | 93537 |
Largest Losing Trade | -62961 | -39235 | -62961 | -160543 | -160543 | -149817 |
Avg Bars in Trades | 74 | 51 | 97 | 74 | 51 | 97 |
Avg Bars in Winners | 112 | 73 | 153 | 112 | 73 | 153 |
Avg Bars in Losers | 45 | 32 | 57 | 45 | 32 | 57 |
Bars Traded | 5603 | 1888 | 3714 | 5603 | 1888 | 3714 |
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 | -88035 | 344314 | -582168 | -642722 | -98350 | -583835 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "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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