Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622010.8879 | 896533.8108 | -274522.9229 | 4273754.6384 | 8772356.4891 | -4498601.8508 |
Total P&L (%) | 622.0109 | 896.5338 | -274.5229 | 4273.7546 | 8772.3565 | -4498.6019 |
Avg Daily Profit (%) | 0.3309 | 0.477 | -0.1461 | 0.2012 | 0.2389 | 0 |
Buy And Hold Return (%) | 210.0195 | 210.0195 | 210.0195 | 210.0195 | 210.0195 | 210.0195 |
Max Trade Drawdown | -424167 | -137524 | -393613 | -25690321 | -12794558 | -21207877 |
Profit Factor | 1.623 | 3.3134 | 0.5506 | 1.0837 | 1.3316 | 0.8172 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 63 | 26 | 37 | 59 | 34 | 25 |
Losing Trades | 50 | 30 | 20 | 54 | 22 | 32 |
Profitability (%) | 55.7522 | 46.4286 | 64.9123 | 52.2124 | 60.7143 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.2881 | 3.8232 | 0.2976 | 0.9919 | 0.8616 | 1.046 |
Largest Winning Trade | 753194 | 753194 | 51598 | 11630715 | 9340956 | 11630715 |
Largest Losing Trade | -321393 | -45857 | -321393 | -9792003 | -7354834 | -9792003 |
Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Winners | 80 | 83 | 78 | 113 | 106 | 123 |
Avg Bars in Losers | 118 | 104 | 137 | 78 | 77 | 79 |
Bars Traded | 10976 | 5324 | 5652 | 10976 | 5324 | 5652 |
Profit Streak | 0 | 53.477 | 0 | 0 | 53.477 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324692 | -166124 | -758900 | -121488 | -171122 | -761554 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 73, "offset": 22 } } }
# | 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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