Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420966.7649 | 322479.1204 | 98487.6445 | -14529864.5764 | -6136840.5076 | -8393024.0688 |
Total P&L (%) | 420.9668 | 322.4791 | 98.4876 | -14529.8646 | -6136.8405 | -8393.0241 |
Avg Daily Profit (%) | 0.2197 | 0.1683 | 0.0514 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251288 | -86667 | -252106 | -15581918 | -10828913 | -8417632 |
Profit Factor | 1.7352 | 2.3286 | 1.2986 | 0.6516 | 0.7554 | 0.495 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 58 | 29 | 29 | 19 | 11 | 8 |
Losing Trades | 17 | 9 | 8 | 56 | 27 | 29 |
Profitability (%) | 77.3333 | 76.3158 | 78.3784 | 25.3333 | 28.9474 | 21.6216 |
Ratio Avg Win / Avg Loss | 0.5086 | 0.7227 | 0.3582 | 1.9206 | 1.8541 | 1.7943 |
Largest Winning Trade | 79318 | 79318 | 49338 | 9283930 | 9283930 | 4846808 |
Largest Losing Trade | -251288 | -60200 | -251288 | -5570070 | -5570070 | -2104629 |
Avg Bars in Trades | 73 | 94 | 52 | 73 | 94 | 52 |
Avg Bars in Winners | 39 | 47 | 31 | 165 | 220 | 89 |
Avg Bars in Losers | 192 | 248 | 129 | 42 | 43 | 42 |
Bars Traded | 5541 | 3603 | 1938 | 5541 | 3603 | 1938 |
Profit Streak | 32.3239 | 83.9905 | 32.3239 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47620 | 498270 | -121191 | -667623 | -590404 | -622699 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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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