Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1880532.7253 | 1783204.0893 | 97328.6359 | 58298114.8148 | 44109681.2593 | 14188433.5555 |
Total P&L (%) | 1880.5327 | 1783.2041 | 97.3286 | 58298.1148 | 44109.6813 | 14188.4336 |
Avg Daily Profit (%) | 0.8281 | 0.7852 | 0.0429 | 0.2809 | 0.2686 | 0.2187 |
Buy And Hold Return (%) | 8444.3944 | 8444.3944 | 8444.3944 | 8444.3944 | 8444.3944 | 8444.3944 |
Max Trade Drawdown | -95311 | -86702 | -69054 | -13075227 | -17893502 | -9904121 |
Profit Factor | 3.573 | 6.4498 | 1.2411 | 1.7421 | 2.1718 | 1.3467 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.4891 | 8.4865 | 1.4893 | 2.1887 | 2.8576 | 1.6161 |
Largest Winning Trade | 662864 | 662864 | 38247 | 26817739 | 26817739 | 6725286 |
Largest Losing Trade | -43020 | -27616 | -43020 | -7266437 | -6643954 | -7266437 |
Avg Bars in Trades | 75 | 70 | 81 | 75 | 70 | 81 |
Avg Bars in Winners | 113 | 103 | 122 | 113 | 103 | 122 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 13359 | 6201 | 7158 | 13359 | 6201 | 7158 |
Profit Streak | 0 | 116.2981 | 0 | 0 | 116.2981 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147126 | -145792 | -303804 | 384462 | 359607 | -1428 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "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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