Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482156.081 | 1405262.486 | 76893.5949 | 58887529.296 | 50259549.2098 | 8627980.0862 |
Total P&L (%) | 1482.1561 | 1405.2625 | 76.8936 | 58887.5293 | 50259.5492 | 8627.9801 |
Avg Daily Profit (%) | 0.6536 | 0.6197 | 0.0339 | 0.2817 | 0.2747 | 0.1973 |
Buy And Hold Return (%) | 9794.9623 | 9794.9623 | 9794.9623 | 9794.9623 | 9794.9623 | 9794.9623 |
Max Trade Drawdown | -71170 | -39485 | -89047 | -26812629 | -18541308 | -22029036 |
Profit Factor | 4.7799 | 11.0365 | 1.305 | 1.7377 | 2.3889 | 1.1977 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 51.2821 | 53.8462 | 48.7179 | 51.2821 | 53.8462 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.5409 | 9.4599 | 1.3737 | 1.6508 | 2.0477 | 1.2607 |
Largest Winning Trade | 570897 | 570897 | 58891 | 37664561 | 37664561 | 24995786 |
Largest Losing Trade | -42256 | -34278 | -42256 | -16138403 | -16138403 | -14637129 |
Avg Bars in Trades | 83 | 72 | 95 | 83 | 72 | 95 |
Avg Bars in Winners | 123 | 106 | 142 | 123 | 106 | 142 |
Avg Bars in Losers | 42 | 33 | 50 | 42 | 33 | 50 |
Bars Traded | 6537 | 2832 | 3705 | 6537 | 2832 | 3705 |
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 | -184840 | -145105 | -313735 | -27239 | 450025 | -161290 |
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "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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