Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105254.0725 | 77177.331 | 28076.7415 | 6424.7739 | -10303.3389 | 16728.1128 |
Total P&L (%) | 105.2541 | 77.1773 | 28.0767 | 6.4248 | -10.3033 | 16.7281 |
Avg Daily Profit (%) | 1.2125 | 0.889 | 0.3234 | 0.0718 | -0.1252 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62075 | -68518 | -15708 | -65699 | -74735 | -15501 |
Profit Factor | 1.4224 | 1.4649 | 1.3376 | 1.0259 | 0.9384 | 1.2074 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Losing Trades | 193 | 92 | 101 | 193 | 92 | 101 |
Profitability (%) | 40.6154 | 43.5583 | 37.6543 | 40.6154 | 43.5583 | 37.6543 |
Ratio Avg Win / Avg Loss | 2.0798 | 1.8982 | 2.2148 | 1.5 | 1.2159 | 1.9991 |
Largest Winning Trade | 149060 | 149060 | 14601 | 68565 | 68565 | 9646 |
Largest Losing Trade | -62075 | -62075 | -5985 | -65699 | -65699 | -5602 |
Avg Bars in Trades | 76 | 88 | 63 | 76 | 88 | 63 |
Avg Bars in Winners | 102 | 115 | 87 | 102 | 115 | 87 |
Avg Bars in Losers | 58 | 68 | 48 | 58 | 68 | 48 |
Bars Traded | 24706 | 14485 | 10221 | 24706 | 14485 | 10221 |
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 | 401536 | 391538 | 13114 | -457709 | -583264 | -7459 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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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