Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530754.5352 | 1465961.8214 | 64792.7139 | 42541803.497 | 36529424.9917 | 6012378.5053 |
Total P&L (%) | 1530.7545 | 1465.9618 | 64.7927 | 42541.8035 | 36529.425 | 6012.3785 |
Avg Daily Profit (%) | 0.735 | 0.7039 | 0.0311 | 0.2912 | 0.2839 | 0.1977 |
Buy And Hold Return (%) | 10896.7963 | 10896.7963 | 10896.7963 | 10896.7963 | 10896.7963 | 10896.7963 |
Max Trade Drawdown | -82470 | -89965 | -105728 | -13701415 | -15203773 | -8720371 |
Profit Factor | 2.9892 | 5.2582 | 1.1524 | 1.5571 | 1.9272 | 1.1626 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Profitability (%) | 46.114 | 47.9167 | 44.3299 | 46.114 | 47.9167 | 44.3299 |
Ratio Avg Win / Avg Loss | 3.493 | 5.7154 | 1.4471 | 1.8195 | 2.0948 | 1.46 |
Largest Winning Trade | 562613 | 562613 | 46468 | 25791962 | 25791962 | 6565053 |
Largest Losing Trade | -34829 | -27527 | -34829 | -6800757 | -5842913 | -6800757 |
Avg Bars in Trades | 127 | 123 | 131 | 127 | 123 | 131 |
Avg Bars in Winners | 185 | 173 | 197 | 185 | 173 | 197 |
Avg Bars in Losers | 78 | 76 | 79 | 78 | 76 | 79 |
Bars Traded | 24600 | 11808 | 12791 | 24600 | 11808 | 12791 |
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 | -147958 | -146557 | -372538 | 315897 | 306296 | -201893 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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