Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240365.7168 | 1257677.972 | -17312.2552 | 127139.3682 | 816958.4267 | -689819.0585 |
Total P&L (%) | 1240.3657 | 1257.678 | -17.3123 | 127.1394 | 816.9584 | -689.8191 |
Avg Daily Profit (%) | 0.5956 | 0.6039 | -0.0083 | 0.0394 | 0.1065 | 0 |
Buy And Hold Return (%) | 426.4011 | 426.4011 | 426.4011 | 426.4011 | 426.4011 | 426.4011 |
Max Trade Drawdown | -137965 | -100234 | -134115 | -1658205 | -1194441 | -803971 |
Profit Factor | 2.0296 | 3.1603 | 0.9722 | 1.019 | 1.2437 | 0.7925 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 39.5652 | 37.3913 | 41.7391 | 39.5652 | 37.3913 | 41.7391 |
Ratio Avg Win / Avg Loss | 3.1002 | 5.2916 | 1.357 | 1.5566 | 2.0825 | 1.1062 |
Largest Winning Trade | 1069759 | 1069759 | 51328 | 1679142 | 1679142 | 340672 |
Largest Losing Trade | -57070 | -37488 | -57070 | -588136 | -588136 | -517158 |
Avg Bars in Trades | 106 | 97 | 115 | 106 | 97 | 115 |
Avg Bars in Winners | 178 | 152 | 201 | 178 | 152 | 201 |
Avg Bars in Losers | 59 | 65 | 53 | 59 | 65 | 53 |
Bars Traded | 24509 | 11254 | 13255 | 24509 | 11254 | 13255 |
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 | 332267 | 331965 | -582572 | -507377 | -62202 | -582572 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 28, "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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