Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160565.285 | 1062372.8707 | 98192.4143 | 466402.6236 | -432721.9897 | 899124.6133 |
Total P&L (%) | 1160.5653 | 1062.3729 | 98.1924 | 466.4026 | -432.722 | 899.1246 |
Avg Daily Profit (%) | 0.4927 | 0.4511 | 0.0417 | 0.0737 | 0 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97280 | -105514 | -135140 | -787351 | -1222170 | -209334 |
Profit Factor | 2.9479 | 4.2635 | 1.3633 | 1.1376 | 0.823 | 1.953 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 49.4118 | 40.4762 | 58.1395 | 49.4118 | 40.4762 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.0181 | 6.2698 | 0.9816 | 1.1647 | 1.2103 | 1.4062 |
Largest Winning Trade | 1038911 | 1038911 | 60878 | 327493 | 327493 | 323322 |
Largest Losing Trade | -54750 | -33824 | -54750 | -366245 | -366245 | -209334 |
Avg Bars in Trades | 78 | 68 | 87 | 78 | 68 | 87 |
Avg Bars in Winners | 94 | 81 | 103 | 94 | 81 | 103 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 6639 | 2861 | 3778 | 6639 | 2861 | 3778 |
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 | 582038 | 496005 | -137310 | -163718 | -582771 | -58323 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "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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