Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516860.8368 | 503356.6497 | 13504.1871 | 575995.8024 | 2166828.6198 | -1590832.8174 |
Total P&L (%) | 516.8608 | 503.3567 | 13.5042 | 575.9958 | 2166.8286 | -1590.8328 |
Avg Daily Profit (%) | 0.2815 | 0.2742 | 0.0074 | 0.1041 | 0.1701 | 0 |
Buy And Hold Return (%) | 864.7103 | 864.7103 | 864.7103 | 864.7103 | 864.7103 | 864.7103 |
Max Trade Drawdown | -123517 | -64209 | -121799 | -2136766 | -660383 | -2231489 |
Profit Factor | 2.1142 | 3.4754 | 1.0518 | 1.0975 | 2.0807 | 0.5922 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 51.6667 | 56.6667 | 46.6667 | 51.6667 | 56.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9778 | 2.6576 | 1.2021 | 1.0267 | 1.5911 | 0.6768 |
Largest Winning Trade | 194702 | 194702 | 49004 | 1148213 | 1148213 | 327170 |
Largest Losing Trade | -49822 | -29637 | -49822 | -792983 | -457807 | -792983 |
Avg Bars in Trades | 55 | 68 | 42 | 55 | 68 | 42 |
Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Losers | 51 | 78 | 28 | 51 | 78 | 28 |
Bars Traded | 3314 | 2045 | 1269 | 3314 | 2045 | 1269 |
Profit Streak | 130.448 | 130.448 | 142.948 | 130.448 | 130.448 | 142.948 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -325346 | -149074 | -513058 | -504882 | 344612 | -581550 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 171, "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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