Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1651568.9102 | 1552202.1953 | 99366.7149 | 1649438.4018 | 93825.801 | 1555612.6008 |
Total P&L (%) | 1651.5689 | 1552.2022 | 99.3667 | 1649.4384 | 93.8258 | 1555.6126 |
Avg Daily Profit (%) | 0.8938 | 0.8401 | 0.0538 | 0.155 | 0.0358 | 0.152 |
Buy And Hold Return (%) | 28.3908 | 28.3908 | 28.3908 | 28.3908 | 28.3908 | 28.3908 |
Max Trade Drawdown | -94385 | -79280 | -72515 | -1903055 | -1538578 | -906935 |
Profit Factor | 3.5228 | 5.6522 | 1.3095 | 1.1595 | 1.0177 | 1.3095 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 36.1345 | 31.6667 | 40.678 | 36.1345 | 31.6667 | 40.678 |
Ratio Avg Win / Avg Loss | 6.2263 | 12.1968 | 1.9097 | 2.0494 | 2.196 | 1.9098 |
Largest Winning Trade | 1427169 | 1427169 | 62608 | 1128627 | 845407 | 1128627 |
Largest Losing Trade | -28561 | -25344 | -28561 | -813847 | -452471 | -813847 |
Avg Bars in Trades | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Winners | 115 | 102 | 126 | 115 | 102 | 126 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 7066 | 3033 | 4033 | 7066 | 3033 | 4033 |
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 | 535778 | -155113 | -303100 | -41382 | -524470 | -171702 |
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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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