Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059595.0602 | 931799.1645 | 127795.8957 | 4478752.781 | 22262239.4774 | -17783486.6965 |
Total P&L (%) | 1059.5951 | 931.7992 | 127.7959 | 4478.7528 | 22262.2395 | -17783.4867 |
Avg Daily Profit (%) | 0.5803 | 0.5103 | 0.07 | 0.2096 | 0.2967 | 0 |
Buy And Hold Return (%) | 851.4128 | 851.4128 | 851.4128 | 851.4128 | 851.4128 | 851.4128 |
Max Trade Drawdown | -150380 | -71883 | -117556 | -55242932 | -6927280 | -51629285 |
Profit Factor | 3.2054 | 5.5406 | 1.4643 | 1.0509 | 2.0266 | 0.732 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 47.2527 | 46.6667 | 47.8261 | 47.2527 | 46.6667 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.5781 | 6.3321 | 1.5974 | 1.1731 | 2.3162 | 0.7985 |
Largest Winning Trade | 302454 | 302454 | 65924 | 12956618 | 12373079 | 12956618 |
Largest Losing Trade | -87777 | -19400 | -87777 | -36374144 | -5052755 | -36374144 |
Avg Bars in Trades | 234 | 241 | 227 | 234 | 241 | 227 |
Avg Bars in Winners | 334 | 378 | 293 | 334 | 378 | 293 |
Avg Bars in Losers | 144 | 121 | 167 | 144 | 121 | 167 |
Bars Traded | 21357 | 10880 | 10477 | 21357 | 10880 | 10477 |
Profit Streak | 0 | 97.4696 | 0 | 0 | 97.4696 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73118 | -118193 | -263844 | -158434 | 433629 | -581549 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "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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