Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872873.4471 | 740676.8223 | 132196.6248 | 7070121.4256 | 5878283.4139 | 1191838.0117 |
Total P&L (%) | 872.8734 | 740.6768 | 132.1966 | 7070.1214 | 5878.2834 | 1191.838 |
Avg Daily Profit (%) | 0.419 | 0.3555 | 0.0635 | 0.2053 | 0.1965 | 0.1229 |
Buy And Hold Return (%) | 283.7416 | 283.7416 | 283.7416 | 283.7416 | 283.7416 | 283.7416 |
Max Trade Drawdown | -101609 | -78130 | -126593 | -8343175 | -5586716 | -4200867 |
Profit Factor | 2.0645 | 2.9091 | 1.306 | 1.1791 | 1.2949 | 1.061 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Profitability (%) | 43.9024 | 46.6019 | 41.1765 | 43.9024 | 46.6019 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.638 | 3.3333 | 1.8657 | 1.5066 | 1.4838 | 1.5157 |
Largest Winning Trade | 244685 | 244685 | 52942 | 7191975 | 7191975 | 3785813 |
Largest Losing Trade | -45231 | -20707 | -45231 | -2223132 | -2223132 | -2130105 |
Avg Bars in Trades | 120 | 114 | 126 | 120 | 114 | 126 |
Avg Bars in Winners | 188 | 171 | 208 | 188 | 171 | 208 |
Avg Bars in Losers | 66 | 63 | 69 | 66 | 63 | 69 |
Bars Traded | 24691 | 11762 | 12929 | 24691 | 11762 | 12929 |
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 | 341738 | 355067 | -276460 | -15641 | 232558 | -186648 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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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