Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1498403.1061 | 1299447.2652 | 198955.8409 | 55929042.804 | 15997969.9044 | 39931072.8996 |
Total P&L (%) | 1498.4031 | 1299.4473 | 198.9558 | 55929.0428 | 15997.9699 | 39931.0729 |
Avg Daily Profit (%) | 0.6638 | 0.5757 | 0.0881 | 0.2807 | 0.2254 | 0.2658 |
Buy And Hold Return (%) | 345.3642 | 345.3642 | 345.3642 | 345.3642 | 345.3642 | 345.3642 |
Max Trade Drawdown | -98632 | -70281 | -44400 | -132499365 | -91090115 | -57160977 |
Profit Factor | 5.0125 | 8.74 | 1.968 | 1.2167 | 1.1174 | 1.3279 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 54.023 | 56.8182 | 51.1628 | 54.023 | 56.8182 | 51.1628 |
Ratio Avg Win / Avg Loss | 4.266 | 6.6424 | 1.8785 | 1.0355 | 0.8492 | 1.2675 |
Largest Winning Trade | 660196 | 660196 | 60360 | 54298948 | 54298948 | 43455204 |
Largest Losing Trade | -31497 | -31152 | -31497 | -39601841 | -36676526 | -39601841 |
Avg Bars in Trades | 69 | 55 | 82 | 69 | 55 | 82 |
Avg Bars in Winners | 104 | 81 | 131 | 104 | 81 | 131 |
Avg Bars in Losers | 27 | 22 | 31 | 27 | 22 | 31 |
Bars Traded | 6014 | 2461 | 3553 | 6014 | 2461 | 3553 |
Profit Streak | 0 | 0 | 139.6819 | 0 | 0 | 139.6819 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670988 | 658286 | -236556 | 326041 | -83860 | 346564 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "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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