Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742482.7642 | 490915.9621 | 251566.8021 | 2648256.0355 | 284171.3034 | 2364084.7321 |
Total P&L (%) | 742.4828 | 490.916 | 251.5668 | 2648.256 | 284.1713 | 2364.0847 |
Avg Daily Profit (%) | 0.4999 | 0.3305 | 0.1694 | 0.2233 | 0.0907 | 0.216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111078 | -160076 | -26024 | -2541951 | -2415766 | -335346 |
Profit Factor | 2.7651 | 2.4205 | 4.3511 | 1.4416 | 1.0567 | 3.4064 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 61.8421 | 60.5263 | 63.1579 | 61.8421 | 60.5263 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7061 | 1.5786 | 2.5381 | 0.8895 | 0.6891 | 1.9871 |
Largest Winning Trade | 377912 | 377912 | 37864 | 951936 | 841108 | 951936 |
Largest Losing Trade | -53265 | -53265 | -18297 | -1467383 | -1467383 | -236235 |
Avg Bars in Trades | 74 | 109 | 39 | 74 | 109 | 39 |
Avg Bars in Winners | 70 | 85 | 55 | 70 | 85 | 55 |
Avg Bars in Losers | 81 | 145 | 12 | 81 | 145 | 12 |
Bars Traded | 5666 | 4149 | 1517 | 5666 | 4149 | 1517 |
Profit Streak | 39.6334 | 69.8834 | 39.6334 | 39.6334 | 69.8834 | 39.6334 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35099 | 550231 | 610000 | -43457 | -229856 | 610369 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 219, "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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