Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027082.3831 | 926599.664 | 100482.7191 | -4347897.245 | 411340.3211 | -4759237.5661 |
Total P&L (%) | 1027.0824 | 926.5997 | 100.4827 | -4347.8972 | 411.3403 | -4759.2376 |
Avg Daily Profit (%) | 0.4446 | 0.4011 | 0.0435 | 0 | 0.0707 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146917 | -173174 | -158865 | -9978479 | -7644772 | -5411013 |
Profit Factor | 2.6206 | 3.9134 | 1.3183 | 0.8053 | 1.0338 | 0.5314 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 25 | 23 | 34 | 17 | 17 |
Losing Trades | 35 | 16 | 19 | 49 | 24 | 25 |
Profitability (%) | 57.8313 | 60.9756 | 54.7619 | 40.9639 | 41.4634 | 40.4762 |
Ratio Avg Win / Avg Loss | 1.9109 | 2.5046 | 1.089 | 1.1606 | 1.4594 | 0.7815 |
Largest Winning Trade | 438176 | 438176 | 69551 | 4913297 | 4913297 | 2915728 |
Largest Losing Trade | -133666 | -57015 | -133666 | -3696999 | -3696999 | -2968844 |
Avg Bars in Trades | 76 | 100 | 52 | 76 | 100 | 52 |
Avg Bars in Winners | 70 | 93 | 46 | 78 | 101 | 55 |
Avg Bars in Losers | 83 | 112 | 59 | 74 | 100 | 49 |
Bars Traded | 6324 | 4128 | 2196 | 6324 | 4128 | 2196 |
Profit Streak | 139.2523 | 139.2523 | 307.2523 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583747 | 676221 | -132605 | -583902 | -285241 | -584438 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "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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