Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578402.4865 | 1470756.5491 | 107645.9374 | 7910070.3833 | 3449985.4085 | 4460084.9748 |
Total P&L (%) | 1578.4025 | 1470.7565 | 107.6459 | 7910.0704 | 3449.9854 | 4460.085 |
Avg Daily Profit (%) | 0.6647 | 0.6193 | 0.0453 | 0.1847 | 0.1504 | 0.161 |
Buy And Hold Return (%) | 678.3568 | 678.3568 | 678.3568 | 678.3568 | 678.3568 | 678.3568 |
Max Trade Drawdown | -125573 | -113848 | -79984 | -18731655 | -14747262 | -6272913 |
Profit Factor | 4.0841 | 5.9518 | 1.5012 | 1.176 | 1.1065 | 1.3558 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 49.4624 | 46.8085 | 52.1739 | 49.4624 | 46.8085 | 52.1739 |
Ratio Avg Win / Avg Loss | 4.1729 | 6.7634 | 1.3761 | 1.2016 | 1.2573 | 1.2428 |
Largest Winning Trade | 1076876 | 1076876 | 62579 | 13655318 | 13655318 | 3632730 |
Largest Losing Trade | -46453 | -46453 | -31412 | -11173664 | -11173664 | -2449628 |
Avg Bars in Trades | 99 | 93 | 106 | 99 | 93 | 106 |
Avg Bars in Winners | 141 | 126 | 154 | 141 | 126 | 154 |
Avg Bars in Losers | 58 | 64 | 52 | 58 | 64 | 52 |
Bars Traded | 9265 | 4386 | 4879 | 9265 | 4386 | 4879 |
Profit Streak | 0 | 0 | 46.8548 | 0 | 0 | 46.8548 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520605 | 474718 | -295917 | -18978 | -98245 | 315351 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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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