Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1828585.1467 | 1681320.5579 | 147264.5888 | 24100920.2943 | 9494631.3705 | 14606288.9238 |
Total P&L (%) | 1828.5851 | 1681.3206 | 147.2646 | 24100.9203 | 9494.6314 | 14606.2889 |
Avg Daily Profit (%) | 0.7752 | 0.7128 | 0.0624 | 0.233 | 0.1937 | 0.2118 |
Buy And Hold Return (%) | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 |
Max Trade Drawdown | -104118 | -97784 | -67114 | -38402324 | -30305060 | -11874509 |
Profit Factor | 5.015 | 7.212 | 1.797 | 1.2522 | 1.1509 | 1.4474 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45 | 42.5 | 47.5 | 45 | 42.5 | 47.5 |
Ratio Avg Win / Avg Loss | 6.1295 | 9.7574 | 1.9861 | 1.5305 | 1.5572 | 1.5997 |
Largest Winning Trade | 1060698 | 1060698 | 64725 | 27871774 | 27871774 | 10550765 |
Largest Losing Trade | -47437 | -47437 | -20785 | -25505075 | -25505075 | -4684655 |
Avg Bars in Trades | 173 | 153 | 192 | 173 | 153 | 192 |
Avg Bars in Winners | 259 | 257 | 261 | 259 | 257 | 261 |
Avg Bars in Losers | 102 | 76 | 130 | 102 | 76 | 130 |
Bars Traded | 13857 | 6144 | 7713 | 13857 | 6144 | 7713 |
Profit Streak | 0 | 243.5228 | 0 | 0 | 243.5228 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7995 | 568009 | -272878 | -16499 | -47305 | 334444 |
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "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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