Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857236.2413 | 702404.0808 | 154832.1606 | 8277340.9869 | 15203425.2336 | -6926084.2467 |
Total P&L (%) | 857.2362 | 702.4041 | 154.8322 | 8277.341 | 15203.4252 | -6926.0842 |
Avg Daily Profit (%) | 0.4696 | 0.3848 | 0.0848 | 0.2429 | 0.276 | 0 |
Buy And Hold Return (%) | 942.2197 | 942.2197 | 942.2197 | 942.2197 | 942.2197 | 942.2197 |
Max Trade Drawdown | -113938 | -62981 | -74744 | -37113398 | -12315361 | -28586374 |
Profit Factor | 3.3409 | 5.442 | 1.7441 | 1.1585 | 1.7832 | 0.7888 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 63.2353 | 67.6471 | 58.8235 | 63.2353 | 67.6471 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.9424 | 2.6027 | 1.2209 | 0.6736 | 0.8528 | 0.5522 |
Largest Winning Trade | 217491 | 217491 | 50867 | 12594722 | 10298003 | 12594722 |
Largest Losing Trade | -73588 | -25020 | -73588 | -28188979 | -7485384 | -28188979 |
Avg Bars in Trades | 48 | 60 | 37 | 48 | 60 | 37 |
Avg Bars in Winners | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Losers | 44 | 65 | 29 | 44 | 65 | 29 |
Bars Traded | 3314 | 2046 | 1268 | 3314 | 2046 | 1268 |
Profit Streak | 109.2902 | 109.2902 | 223.2902 | 109.2902 | 109.2902 | 223.2902 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259874 | -145209 | -241200 | -150213 | 436447 | -578677 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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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