Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321831.5988 | 361127.5039 | -39295.9051 | -79565.1601 | -19894.5583 | -59670.6018 |
Total P&L (%) | 321.8316 | 361.1275 | -39.2959 | -79.5652 | -19.8946 | -59.6706 |
Avg Daily Profit (%) | 0.2012 | 0.2258 | -0.0246 | -0.0992 | -0.0139 | -0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235721 | -185329 | -143758 | -94596 | -57780 | -63617 |
Profit Factor | 1.2127 | 1.4894 | 0.9493 | 0.8289 | 0.9128 | 0.7481 |
Total Trades | 359 | 180 | 179 | 359 | 180 | 179 |
Winning Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Losing Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Profitability (%) | 49.3036 | 51.6667 | 46.9274 | 49.3036 | 51.6667 | 46.9274 |
Ratio Avg Win / Avg Loss | 1.2469 | 1.3933 | 1.0736 | 0.8523 | 0.8539 | 0.846 |
Largest Winning Trade | 313777 | 313777 | 32382 | 38357 | 38357 | 15405 |
Largest Losing Trade | -40748 | -40748 | -33765 | -25385 | -25385 | -22487 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 60 | 48 | 73 | 60 | 48 | 73 |
Avg Bars in Losers | 44 | 55 | 34 | 44 | 55 | 34 |
Bars Traded | 18861 | 9356 | 9505 | 18861 | 9356 | 9505 |
Profit Streak | 41.7634 | 41.7634 | 52.3467 | 41.7634 | 41.7634 | 52.3467 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370455 | 384245 | -578937 | -577669 | -579187 | -580604 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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