Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465070.6185 | 1379004.2821 | 86066.3364 | 7042087.6993 | 5927129.1361 | 1114958.5632 |
Total P&L (%) | 1465.0706 | 1379.0043 | 86.0663 | 7042.0877 | 5927.1291 | 1114.9586 |
Avg Daily Profit (%) | 0.8045 | 0.7573 | 0.0473 | 0.2347 | 0.2253 | 0.1372 |
Buy And Hold Return (%) | 701.5593 | 701.5593 | 701.5593 | 701.5593 | 701.5593 | 701.5593 |
Max Trade Drawdown | -121184 | -59718 | -91742 | -6253315 | -4042557 | -3547613 |
Profit Factor | 4.0408 | 6.8397 | 1.3503 | 1.355 | 1.5939 | 1.1131 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 33.3333 | 36.7347 | 30 | 33.3333 | 36.7347 | 30 |
Ratio Avg Win / Avg Loss | 8.0816 | 11.7795 | 3.1508 | 2.71 | 2.7451 | 2.5973 |
Largest Winning Trade | 836861 | 836861 | 73960 | 5146978 | 5146978 | 3917634 |
Largest Losing Trade | -30324 | -22505 | -30324 | -1697851 | -1697851 | -1603113 |
Avg Bars in Trades | 107 | 87 | 126 | 107 | 87 | 126 |
Avg Bars in Winners | 235 | 163 | 323 | 235 | 163 | 323 |
Avg Bars in Losers | 42 | 43 | 42 | 42 | 43 | 42 |
Bars Traded | 10617 | 4297 | 6320 | 10617 | 4297 | 6320 |
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 | 278763 | 329350 | -482174 | 131312 | 222595 | -302137 |
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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