Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740855.8985 | 666967.6431 | 73888.2553 | 3162325.9918 | 6026162.1264 | -2863836.1347 |
Total P&L (%) | 740.8559 | 666.9676 | 73.8883 | 3162.326 | 6026.1621 | -2863.8361 |
Avg Daily Profit (%) | 0.4075 | 0.3669 | 0.0406 | 0.1919 | 0.2266 | 0 |
Buy And Hold Return (%) | 727.6547 | 727.6547 | 727.6547 | 727.6547 | 727.6547 | 727.6547 |
Max Trade Drawdown | -113672 | -110237 | -100941 | -7063367 | -4360882 | -5444648 |
Profit Factor | 1.7525 | 2.3797 | 1.1474 | 1.1092 | 1.4472 | 0.8149 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 137 | 80 | 57 | 137 | 80 | 57 |
Losing Trades | 103 | 40 | 63 | 103 | 40 | 63 |
Profitability (%) | 57.0833 | 66.6667 | 47.5 | 57.0833 | 66.6667 | 47.5 |
Ratio Avg Win / Avg Loss | 1.3176 | 1.1899 | 1.2682 | 0.8339 | 0.7236 | 0.9007 |
Largest Winning Trade | 118428 | 118428 | 46042 | 2372181 | 2372181 | 1172639 |
Largest Losing Trade | -48521 | -48521 | -37792 | -2247719 | -2247719 | -1814498 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Losers | 45 | 59 | 36 | 45 | 59 | 36 |
Bars Traded | 10617 | 5900 | 4717 | 10617 | 5900 | 4717 |
Profit Streak | 24.4543 | 24.4543 | 34.4543 | 24.4543 | 24.4543 | 34.4543 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144471 | -150422 | -362943 | -92348 | 361839 | -580992 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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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