Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117252.3352 | 933786.9862 | 183465.349 | 41036347.5513 | 34762786.1806 | 6273561.3707 |
Total P&L (%) | 1117.2523 | 933.787 | 183.4653 | 41036.3476 | 34762.7862 | 6273.5614 |
Avg Daily Profit (%) | 0.6132 | 0.5125 | 0.1007 | 0.3309 | 0.3218 | 0.2283 |
Buy And Hold Return (%) | 778.7375 | 778.7375 | 778.7375 | 778.7375 | 778.7375 | 778.7375 |
Max Trade Drawdown | -75897 | -69024 | -47950 | -40467863 | -36755797 | -28738282 |
Profit Factor | 2.7005 | 4.088 | 1.5174 | 1.2625 | 1.485 | 1.0741 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Losing Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Profitability (%) | 47.5309 | 51.8519 | 43.2099 | 47.5309 | 51.8519 | 43.2099 |
Ratio Avg Win / Avg Loss | 2.9811 | 3.796 | 1.9942 | 1.3936 | 1.3789 | 1.4117 |
Largest Winning Trade | 255727 | 255727 | 71642 | 33051303 | 33051303 | 16018438 |
Largest Losing Trade | -23778 | -23055 | -23778 | -10157313 | -8810868 | -10157313 |
Avg Bars in Trades | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Winners | 100 | 84 | 120 | 100 | 84 | 120 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 10755 | 5014 | 5741 | 10755 | 5014 | 5741 |
Profit Streak | 0 | 25.5068 | 0 | 0 | 25.5068 | 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 | -13928 | -96695 | -236400 | 320392 | -403 | -145336 |
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "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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