Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100716.5582 | 39438.6521 | 61277.9061 | 119980.1462 | 51492.8839 | 68487.2624 |
Total P&L (%) | 100.7166 | 39.4387 | 61.2779 | 119.9801 | 51.4929 | 68.4873 |
Avg Daily Profit (%) | 0.3867 | 0.1514 | 0.2353 | 0.3032 | 0.1596 | 0.2005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35092 | -45874 | -24527 | -35939 | -45969 | -39280 |
Profit Factor | 1.6219 | 1.3967 | 1.9801 | 1.6024 | 1.4772 | 1.7504 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 64.7059 | 61.9048 | 67.4419 | 64.7059 | 61.9048 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.8847 | 0.8595 | 0.9559 | 0.874 | 0.909 | 0.845 |
Largest Winning Trade | 27417 | 27417 | 17075 | 29845 | 24353 | 29845 |
Largest Losing Trade | -20630 | -20630 | -12504 | -22361 | -22361 | -21104 |
Avg Bars in Trades | 281 | 281 | 282 | 281 | 281 | 282 |
Avg Bars in Winners | 223 | 248 | 202 | 223 | 248 | 202 |
Avg Bars in Losers | 388 | 334 | 450 | 388 | 334 | 450 |
Bars Traded | 23969 | 11803 | 12166 | 23969 | 11803 | 12166 |
Profit Streak | 3.2423 | 65.3777 | 3.2423 | 3.2423 | 65.3777 | 3.2423 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362240 | 207554 | 299596 | 335173 | 265166 | 290240 |
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 168 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 168 } } }
# | 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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