Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121210.2187 | 979893.3237 | 141316.895 | 14028400.1075 | 13501256.3002 | 527143.8073 |
Total P&L (%) | 1121.2102 | 979.8933 | 141.3169 | 14028.4001 | 13501.2563 | 527.1438 |
Avg Daily Profit (%) | 0.614 | 0.5366 | 0.0774 | 0.2715 | 0.2694 | 0.1006 |
Buy And Hold Return (%) | 703.4542 | 703.4542 | 703.4542 | 703.4542 | 703.4542 | 703.4542 |
Max Trade Drawdown | -122405 | -93404 | -77678 | -13427269 | -9269536 | -13623890 |
Profit Factor | 2.3862 | 3.6781 | 1.319 | 1.2275 | 1.479 | 1.0157 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 46.7005 | 41.8367 | 51.5152 | 46.7005 | 41.8367 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7233 | 5.1135 | 1.2414 | 1.4009 | 2.0561 | 0.956 |
Largest Winning Trade | 285920 | 285920 | 65707 | 8727623 | 8727623 | 5346762 |
Largest Losing Trade | -35650 | -20666 | -35650 | -5788089 | -2785152 | -5788089 |
Avg Bars in Trades | 109 | 105 | 112 | 109 | 105 | 112 |
Avg Bars in Winners | 165 | 171 | 161 | 165 | 171 | 161 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 21564 | 10383 | 11181 | 21564 | 10383 | 11181 |
Profit Streak | 25.7814 | 0 | 31.448 | 25.7814 | 0 | 31.448 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245365 | -29246 | -254753 | 308869 | 268274 | -428474 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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