Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219222.3574 | 255031.5051 | -35809.1477 | -53399.041 | 37145.7083 | -90544.7493 |
Total P&L (%) | 219.2224 | 255.0315 | -35.8091 | -53.399 | 37.1457 | -90.5447 |
Avg Daily Profit (%) | 0.2105 | 0.2448 | -0.0344 | -0.0733 | 0.0303 | -0.2262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220304 | -96230 | -156190 | -522856 | -205917 | -361508 |
Profit Factor | 1.4061 | 2.034 | 0.8778 | 0.9427 | 1.0907 | 0.8268 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 54.6218 | 52.5424 | 56.6667 | 54.6218 | 52.5424 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.1682 | 1.8372 | 0.6713 | 0.7832 | 0.9852 | 0.6322 |
Largest Winning Trade | 338069 | 338069 | 32094 | 259610 | 259610 | 107732 |
Largest Losing Trade | -55811 | -36271 | -55811 | -216802 | -92155 | -216802 |
Avg Bars in Trades | 207 | 179 | 234 | 207 | 179 | 234 |
Avg Bars in Winners | 181 | 151 | 207 | 181 | 151 | 207 |
Avg Bars in Losers | 238 | 210 | 269 | 238 | 210 | 269 |
Bars Traded | 24656 | 10583 | 14073 | 24656 | 10583 | 14073 |
Profit Streak | 0 | 92.0732 | 0 | 0 | 92.0732 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336883 | -163078 | -749094 | -579863 | -452176 | -749094 |
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{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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