Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2835376.9737 | 2602692.7453 | 232684.2284 | 276294368.0267 | 242671161.5315 | 33623206.4952 |
Total P&L (%) | 2835.377 | 2602.6927 | 232.6842 | 276294.368 | 242671.1615 | 33623.2065 |
Avg Daily Profit (%) | 1.3881 | 1.2742 | 0.1139 | 0.3887 | 0.3823 | 0.2854 |
Buy And Hold Return (%) | 2588.9658 | 2588.9658 | 2588.9658 | 2588.9658 | 2588.9658 | 2588.9658 |
Max Trade Drawdown | -174615 | -98812 | -98786 | -623003197 | -149899569 | -580992794 |
Profit Factor | 3.4239 | 5.7334 | 1.3754 | 1.2009 | 1.4925 | 1.0381 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 60.5809 | 58.6777 | 62.5 | 60.5809 | 58.6777 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2279 | 4.0376 | 0.8252 | 0.7814 | 1.0511 | 0.6229 |
Largest Winning Trade | 1705069 | 1705069 | 63063 | 168791304 | 141133612 | 168791304 |
Largest Losing Trade | -55853 | -39576 | -55853 | -372002811 | -85834753 | -372002811 |
Avg Bars in Trades | 49 | 49 | 50 | 49 | 49 | 50 |
Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 12043 | 6034 | 6009 | 12043 | 6034 | 6009 |
Profit Streak | 320.9902 | 326.8235 | 320.9902 | 320.9902 | 326.8235 | 320.9902 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111964 | -139980 | -205851 | 411845 | 471371 | -169549 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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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