Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673837.0423 | 496797.8592 | 177039.1831 | 3356952.062 | 2930056.114 | 426895.948 |
Total P&L (%) | 673.837 | 496.7979 | 177.0392 | 3356.9521 | 2930.0561 | 426.8959 |
Avg Daily Profit (%) | 0.3782 | 0.2789 | 0.0994 | 0.1991 | 0.1917 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84058 | -59285 | -84539 | -1976492 | -1181123 | -1957554 |
Profit Factor | 2.2623 | 3.1718 | 1.5803 | 1.3257 | 1.7122 | 1.0689 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 58.9147 | 64.0625 | 53.8462 | 58.9147 | 64.0625 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5777 | 1.7793 | 1.3546 | 0.9245 | 0.9605 | 0.9162 |
Largest Winning Trade | 216653 | 216653 | 67668 | 1379142 | 1000656 | 1379142 |
Largest Losing Trade | -50861 | -30762 | -50861 | -1532998 | -475419 | -1532998 |
Avg Bars in Trades | 79 | 77 | 82 | 79 | 77 | 82 |
Avg Bars in Winners | 90 | 77 | 106 | 90 | 77 | 106 |
Avg Bars in Losers | 64 | 76 | 54 | 64 | 76 | 54 |
Bars Traded | 10299 | 4941 | 5358 | 10299 | 4941 | 5358 |
Profit Streak | 17.855 | 29.1883 | 17.855 | 17.855 | 29.1883 | 17.855 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608104 | -121994 | -188623 | 346628 | -127918 | -344837 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "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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