Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2827698.5921 | 2714325.5148 | 113373.0773 | 134592659.4572 | 111549007.3004 | 23043652.1568 |
Total P&L (%) | 2827.6986 | 2714.3255 | 113.3731 | 134592.6595 | 111549.0073 | 23043.6522 |
Avg Daily Profit (%) | 1.3843 | 1.3288 | 0.0555 | 0.3534 | 0.3442 | 0.2669 |
Buy And Hold Return (%) | 3264.1174 | 3264.1174 | 3264.1174 | 3264.1174 | 3264.1174 | 3264.1174 |
Max Trade Drawdown | -67137 | -42530 | -111582 | -46763164 | -46956478 | -46744352 |
Profit Factor | 6.4793 | 12.6805 | 1.3996 | 1.814 | 2.3931 | 1.2702 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.2388 | 50 | 54.5455 | 52.2388 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.924 | 12.6805 | 1.1664 | 1.6585 | 2.3931 | 1.0585 |
Largest Winning Trade | 1474828 | 1474828 | 74350 | 61207616 | 61207616 | 32908398 |
Largest Losing Trade | -48570 | -42530 | -48570 | -27528064 | -22191592 | -27528064 |
Avg Bars in Trades | 168 | 155 | 181 | 168 | 155 | 181 |
Avg Bars in Winners | 231 | 223 | 238 | 231 | 223 | 238 |
Avg Bars in Losers | 100 | 87 | 113 | 100 | 87 | 113 |
Bars Traded | 11302 | 5297 | 6005 | 11302 | 5297 | 6005 |
Profit Streak | 319.411 | 383.411 | 319.411 | 319.411 | 383.411 | 319.411 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262940 | -142300 | -282736 | -106574 | 545494 | 347874 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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