Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1533283.2701 | 1478499.0023 | 54784.2678 | 2377361.8393 | 1035878.807 | 1341483.0323 |
Total P&L (%) | 1533.2833 | 1478.499 | 54.7843 | 2377.3618 | 1035.8788 | 1341.483 |
Avg Daily Profit (%) | 0.6755 | 0.6513 | 0.0241 | 0.1415 | 0.1071 | 0.1176 |
Buy And Hold Return (%) | 340.7383 | 340.7383 | 340.7383 | 340.7383 | 340.7383 | 340.7383 |
Max Trade Drawdown | -123926 | -61144 | -139452 | -1658053 | -790353 | -1372495 |
Profit Factor | 4.02 | 7.3746 | 1.1987 | 1.3941 | 1.3276 | 1.4674 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 51.1364 | 50 | 52.2727 | 51.1364 | 50 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.8413 | 7.3746 | 1.0944 | 1.3322 | 1.3276 | 1.3398 |
Largest Winning Trade | 1093381 | 1093381 | 58180 | 1121981 | 621905 | 1121981 |
Largest Losing Trade | -50536 | -48511 | -50536 | -567982 | -548357 | -567982 |
Avg Bars in Trades | 99 | 93 | 105 | 99 | 93 | 105 |
Avg Bars in Winners | 116 | 126 | 107 | 116 | 126 | 107 |
Avg Bars in Losers | 80 | 60 | 102 | 80 | 60 | 102 |
Bars Traded | 8721 | 4096 | 4625 | 8721 | 4096 | 4625 |
Profit Streak | 48.9232 | 0 | 82.1732 | 48.9232 | 0 | 82.1732 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660412 | 668200 | -327501 | -2134 | -52347 | -35832 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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