Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704438.2983 | 505574.3702 | 198863.9281 | 6403999.5659 | 4262617.5201 | 2141382.0458 |
Total P&L (%) | 704.4383 | 505.5744 | 198.8639 | 6403.9996 | 4262.6175 | 2141.382 |
Avg Daily Profit (%) | 0.3774 | 0.2708 | 0.1065 | 0.2239 | 0.2025 | 0.1667 |
Buy And Hold Return (%) | 50.7447 | 50.7447 | 50.7447 | 50.7447 | 50.7447 | 50.7447 |
Max Trade Drawdown | -130187 | -75159 | -121764 | -1644351 | -1685910 | -906091 |
Profit Factor | 2.1995 | 3.0697 | 1.5798 | 2.2392 | 2.3107 | 2.1177 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 62.7273 | 61.8182 | 63.6364 | 62.7273 | 61.8182 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.307 | 1.896 | 0.9027 | 1.3305 | 1.4272 | 1.2101 |
Largest Winning Trade | 67253 | 67253 | 60492 | 2304264 | 2304264 | 721819 |
Largest Losing Trade | -54834 | -36024 | -54834 | -1644351 | -1644351 | -775027 |
Avg Bars in Trades | 63 | 67 | 58 | 63 | 67 | 58 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 62 | 79 | 45 | 62 | 79 | 45 |
Bars Traded | 6956 | 3735 | 3221 | 6956 | 3735 | 3221 |
Profit Streak | 3.8385 | 3.8385 | 139.8385 | 3.8385 | 3.8385 | 139.8385 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527746 | -164385 | -229776 | 483282 | -167545 | -166171 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 215, "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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