Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826330.1161 | 1675299.246 | 151030.8701 | 28788547.3174 | 23251177.6953 | 5537369.6221 |
Total P&L (%) | 1826.3301 | 1675.2992 | 151.0309 | 28788.5473 | 23251.1777 | 5537.3696 |
Avg Daily Profit (%) | 1.0014 | 0.9186 | 0.0828 | 0.3112 | 0.2995 | 0.2213 |
Buy And Hold Return (%) | 705.8467 | 705.8467 | 705.8467 | 705.8467 | 705.8467 | 705.8467 |
Max Trade Drawdown | -115185 | -58690 | -66321 | -43751783 | -33262441 | -25260232 |
Profit Factor | 3.5651 | 5.789 | 1.417 | 1.1831 | 1.2859 | 1.0729 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Profitability (%) | 34.2246 | 35.4839 | 32.9787 | 34.2246 | 35.4839 | 32.9787 |
Ratio Avg Win / Avg Loss | 6.8516 | 10.5255 | 2.8797 | 2.2738 | 2.338 | 2.1805 |
Largest Winning Trade | 1034566 | 1034566 | 76848 | 27205748 | 27205748 | 16046480 |
Largest Losing Trade | -24444 | -22673 | -24444 | -7033229 | -7033229 | -6171483 |
Avg Bars in Trades | 115 | 106 | 123 | 115 | 106 | 123 |
Avg Bars in Winners | 259 | 236 | 284 | 259 | 236 | 284 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 21523 | 9911 | 11612 | 21523 | 9911 | 11612 |
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 | 412198 | 406523 | -253179 | -14182 | 145641 | -137875 |
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{ "first_band": { "type": "midprice", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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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