Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672398.648 | 1576409.941 | 95988.707 | 64354996.9635 | 57438921.3185 | 6916075.645 |
Total P&L (%) | 1672.3986 | 1576.4099 | 95.9887 | 64354.997 | 57438.9213 | 6916.0756 |
Avg Daily Profit (%) | 0.7404 | 0.6979 | 0.0425 | 0.2868 | 0.2818 | 0.1884 |
Buy And Hold Return (%) | 7926 | 7926 | 7926 | 7926 | 7926 | 7926 |
Max Trade Drawdown | -73208 | -70285 | -68009 | -30823728 | -44634149 | -30022629 |
Profit Factor | 2.8306 | 4.9971 | 1.1849 | 1.3268 | 1.5408 | 1.0763 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 51.1628 | 50.3876 | 51.938 | 51.1628 | 50.3876 | 51.938 |
Ratio Avg Win / Avg Loss | 2.7019 | 4.9202 | 1.0965 | 1.2665 | 1.5171 | 0.9959 |
Largest Winning Trade | 662864 | 662864 | 38486 | 61883518 | 61883518 | 15836340 |
Largest Losing Trade | -42200 | -26339 | -42200 | -17757957 | -16449089 | -17757957 |
Avg Bars in Trades | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Winners | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 13396 | 6647 | 6749 | 13396 | 6647 | 6749 |
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 | -146217 | -145853 | -319036 | 379005 | 404689 | -296112 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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