Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612788.0449 | 563063.739 | 49724.306 | 285911.4336 | 802356.7718 | -516445.3382 |
Total P&L (%) | 612.788 | 563.0637 | 49.7243 | 285.9114 | 802.3568 | -516.4453 |
Avg Daily Profit (%) | 0.326 | 0.2995 | 0.0265 | 0.0719 | 0.1171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142954 | -62468 | -95873 | -1242861 | -424921 | -890513 |
Profit Factor | 1.8127 | 2.7019 | 1.1175 | 1.1022 | 1.7493 | 0.7008 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 41.8182 | 38.1818 | 45.4545 | 41.8182 | 38.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5221 | 4.3746 | 1.341 | 1.5335 | 2.8321 | 0.841 |
Largest Winning Trade | 342036 | 342036 | 45342 | 953940 | 953940 | 175098 |
Largest Losing Trade | -38033 | -36960 | -38033 | -264643 | -229803 | -264643 |
Avg Bars in Trades | 98 | 83 | 113 | 98 | 83 | 113 |
Avg Bars in Winners | 165 | 146 | 182 | 165 | 146 | 182 |
Avg Bars in Losers | 49 | 44 | 55 | 49 | 44 | 55 |
Bars Traded | 10819 | 4586 | 6233 | 10819 | 4586 | 6233 |
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 | 347901 | -170608 | -431981 | -206845 | -217601 | -762601 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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