Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178938.3506 | 163955.5008 | 14982.8497 | 125033.8906 | 126658.2635 | -1624.3728 |
Total P&L (%) | 178.9384 | 163.9555 | 14.9829 | 125.0339 | 126.6583 | -1.6244 |
Avg Daily Profit (%) | 0.3436 | 0.3148 | 0.0288 | 0.1559 | 0.1572 | -0.0031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67276 | -41324 | -53263 | -234580 | -136950 | -131599 |
Profit Factor | 1.2666 | 1.4681 | 1.0467 | 1.0895 | 1.1605 | 0.9973 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Losing Trades | 178 | 86 | 92 | 178 | 86 | 92 |
Profitability (%) | 50.9642 | 52.7473 | 49.1713 | 50.9642 | 52.7473 | 49.1713 |
Ratio Avg Win / Avg Loss | 1.2187 | 1.3151 | 1.082 | 1.0483 | 1.0397 | 1.0309 |
Largest Winning Trade | 98624 | 98624 | 35951 | 92943 | 92943 | 44844 |
Largest Losing Trade | -25086 | -15750 | -25086 | -37213 | -37213 | -36560 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 57 | 67 | 48 | 57 | 67 | 48 |
Bars Traded | 24247 | 12667 | 11580 | 24247 | 12667 | 11580 |
Profit Streak | 9.1629 | 12.6421 | 0 | 9.1629 | 12.6421 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390580 | 410611 | -334854 | -112683 | -34977 | -579610 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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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