Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368974.119 | 247885.2187 | 121088.9003 | 1619792.8972 | 1365318.6335 | 254474.2637 |
Total P&L (%) | 368.9741 | 247.8852 | 121.0889 | 1619.7929 | 1365.3186 | 254.4743 |
Avg Daily Profit (%) | 0.7084 | 0.4759 | 0.2325 | 0.5477 | 0.5168 | 0.2433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35465 | -51377 | -23444 | -270514 | -188199 | -314243 |
Profit Factor | 2.0862 | 2.4944 | 1.6966 | 1.7652 | 2.4453 | 1.2171 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 38.806 | 38.6139 | 39 | 38.806 | 38.6139 | 39 |
Ratio Avg Win / Avg Loss | 3.2897 | 3.9654 | 2.6537 | 2.7836 | 3.8874 | 1.9037 |
Largest Winning Trade | 62432 | 62432 | 34078 | 493617 | 493617 | 282335 |
Largest Losing Trade | -30210 | -30210 | -10689 | -119548 | -119548 | -78388 |
Avg Bars in Trades | 122 | 113 | 131 | 122 | 113 | 131 |
Avg Bars in Winners | 238 | 219 | 257 | 238 | 219 | 257 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 24663 | 11471 | 13191 | 24663 | 11471 | 13191 |
Profit Streak | 9.6706 | 9.7748 | 0 | 9.6706 | 9.7748 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458220 | 364197 | 215256 | 401466 | 388354 | 127625 |
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{ "first_band": { "type": "midprice", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "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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