Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450060.719 | 441860.9373 | 8199.7816 | 22665.8046 | -60455.6073 | 83121.4119 |
Total P&L (%) | 450.0607 | 441.8609 | 8.1998 | 22.6658 | -60.4556 | 83.1214 |
Avg Daily Profit (%) | 0.235 | 0.2307 | 0.0043 | 0.0107 | -0.0484 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113582 | -91441 | -130327 | -240943 | -202093 | -136359 |
Profit Factor | 1.8095 | 2.8872 | 1.0255 | 1.0257 | 0.8564 | 1.18 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 47.9452 | 44.4444 | 51.3514 | 47.9452 | 44.4444 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.9646 | 3.609 | 0.9715 | 1.1136 | 1.0705 | 1.1179 |
Largest Winning Trade | 258486 | 258486 | 70905 | 124019 | 121017 | 124019 |
Largest Losing Trade | -66005 | -28177 | -66005 | -108237 | -59877 | -108237 |
Avg Bars in Trades | 152 | 134 | 170 | 152 | 134 | 170 |
Avg Bars in Winners | 179 | 155 | 199 | 179 | 155 | 199 |
Avg Bars in Losers | 127 | 117 | 139 | 127 | 117 | 139 |
Bars Traded | 11128 | 4825 | 6303 | 11128 | 4825 | 6303 |
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 | -65724 | 404388 | -546863 | -453052 | -581273 | -173015 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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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