Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721169.9057 | 504575.0161 | 216594.8895 | 3956327.2137 | 592153.0625 | 3364174.1511 |
Total P&L (%) | 721.1699 | 504.575 | 216.5949 | 3956.3272 | 592.1531 | 3364.1742 |
Avg Daily Profit (%) | 0.4033 | 0.2822 | 0.1211 | 0.2073 | 0.1083 | 0.1985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171383 | -116423 | -120309 | -2020710 | -1999938 | -1284225 |
Profit Factor | 1.5454 | 1.7313 | 1.3425 | 1.3409 | 1.0838 | 1.7414 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 202 | 98 | 104 | 202 | 98 | 104 |
Losing Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Profitability (%) | 56.1111 | 54.4444 | 57.7778 | 56.1111 | 54.4444 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.2088 | 1.4486 | 0.9811 | 1.0488 | 0.9068 | 1.2726 |
Largest Winning Trade | 115676 | 115676 | 41189 | 632057 | 521108 | 632057 |
Largest Losing Trade | -55273 | -50796 | -55273 | -880548 | -880548 | -568838 |
Avg Bars in Trades | 9 | 11 | 8 | 9 | 11 | 8 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 3511 | 2019 | 1491 | 3511 | 2019 | 1491 |
Profit Streak | 0 | 0 | 37.9507 | 0 | 0 | 37.9507 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515203 | 437468 | -29949 | 409896 | -176847 | 463562 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 0 } } }
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# | 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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