Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424508.2796 | 277726.5475 | 146781.7321 | 1429747.6614 | 1103953.2937 | 325794.3677 |
Total P&L (%) | 424.5083 | 277.7265 | 146.7817 | 1429.7477 | 1103.9533 | 325.7944 |
Avg Daily Profit (%) | 0.4075 | 0.2666 | 0.1409 | 0.2622 | 0.2392 | 0.1392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66503 | -65288 | -59449 | -645164 | -218805 | -548652 |
Profit Factor | 1.7596 | 2.031 | 1.507 | 1.5167 | 1.9788 | 1.1987 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 41.5584 | 40 | 43.1034 | 41.5584 | 40 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.4744 | 3.0465 | 1.9893 | 2.1328 | 2.9683 | 1.5823 |
Largest Winning Trade | 108335 | 108335 | 49752 | 588935 | 588935 | 360869 |
Largest Losing Trade | -17070 | -16083 | -17070 | -180971 | -141582 | -180971 |
Avg Bars in Trades | 107 | 103 | 110 | 107 | 103 | 110 |
Avg Bars in Winners | 179 | 156 | 200 | 179 | 156 | 200 |
Avg Bars in Losers | 55 | 68 | 41 | 55 | 68 | 41 |
Bars Traded | 24736 | 11959 | 12777 | 24736 | 11959 | 12777 |
Profit Streak | 12.0464 | 0 | 17.213 | 12.0464 | 0 | 17.213 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406072 | 284876 | -4824 | 346932 | 287800 | -10422 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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