Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268018.7457 | 1068373.2785 | 199645.4672 | 4510613.8558 | 2317916.5715 | 2192697.2843 |
Total P&L (%) | 1268.0187 | 1068.3733 | 199.6455 | 4510.6139 | 2317.9166 | 2192.6973 |
Avg Daily Profit (%) | 0.5313 | 0.4476 | 0.0836 | 0.1606 | 0.1336 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74940 | -71459 | -94906 | -4425056 | -5899502 | -2645899 |
Profit Factor | 3.3465 | 4.6159 | 1.8151 | 1.2977 | 1.2675 | 1.338 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 52.1739 | 54.2857 | 50 | 52.1739 | 54.2857 | 50 |
Ratio Avg Win / Avg Loss | 3.0676 | 3.8871 | 1.8151 | 1.1895 | 1.0674 | 1.338 |
Largest Winning Trade | 803091 | 803091 | 53994 | 2712662 | 2712662 | 2033861 |
Largest Losing Trade | -41520 | -38865 | -41520 | -3042882 | -3042882 | -2645899 |
Avg Bars in Trades | 133 | 131 | 136 | 133 | 131 | 136 |
Avg Bars in Winners | 167 | 136 | 202 | 167 | 136 | 202 |
Avg Bars in Losers | 96 | 125 | 69 | 96 | 125 | 69 |
Bars Traded | 9238 | 4600 | 4638 | 9238 | 4600 | 4638 |
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 | -88450 | 655682 | -77850 | -97947 | -13885 | -16992 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "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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