Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416897.4759 | 1275364.9457 | 141532.5302 | 1941873.4162 | 4721484.9705 | -2779611.5543 |
Total P&L (%) | 1416.8975 | 1275.3649 | 141.5325 | 1941.8734 | 4721.485 | -2779.6116 |
Avg Daily Profit (%) | 0.5966 | 0.537 | 0.0596 | 0.1271 | 0.1633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119413 | -94269 | -58721 | -11076314 | -5537483 | -7529566 |
Profit Factor | 3.0743 | 5.1453 | 1.377 | 1.0725 | 1.4066 | 0.817 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 37.3494 | 38.0952 | 36.5854 | 37.3494 | 38.0952 | 36.5854 |
Ratio Avg Win / Avg Loss | 5.1569 | 8.3612 | 2.3868 | 1.799 | 2.2858 | 1.4161 |
Largest Winning Trade | 757734 | 757734 | 76600 | 7922530 | 7922530 | 4166836 |
Largest Losing Trade | -58721 | -51376 | -58721 | -6886754 | -2487160 | -6886754 |
Avg Bars in Trades | 165 | 129 | 201 | 165 | 129 | 201 |
Avg Bars in Winners | 312 | 203 | 428 | 312 | 203 | 428 |
Avg Bars in Losers | 77 | 84 | 71 | 77 | 84 | 71 |
Bars Traded | 13733 | 5453 | 8280 | 13733 | 5453 | 8280 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399743 | 512408 | -116859 | -168836 | 179449 | -584292 |
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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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