Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555280.0251 | 1430408.3825 | 124871.6426 | 120726623.6565 | 228426212.5246 | -107699588.8681 |
Total P&L (%) | 1555.28 | 1430.4084 | 124.8716 | 120726.6237 | 228426.2125 | -107699.5889 |
Avg Daily Profit (%) | 0.8378 | 0.7706 | 0.0673 | 0.383 | 0.4175 | 0 |
Buy And Hold Return (%) | 7795.9707 | 7795.9707 | 7795.9707 | 7795.9707 | 7795.9707 | 7795.9707 |
Max Trade Drawdown | -97829 | -50646 | -105326 | -142662164 | -74101956 | -142915764 |
Profit Factor | 4.1893 | 9.5079 | 1.3908 | 1.3838 | 3.5346 | 0.5202 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Losing Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Profitability (%) | 52.381 | 59.6154 | 45.283 | 52.381 | 59.6154 | 45.283 |
Ratio Avg Win / Avg Loss | 3.8085 | 6.4408 | 1.6806 | 1.258 | 2.3944 | 0.6286 |
Largest Winning Trade | 656532 | 656532 | 66587 | 78825115 | 78825115 | 43563134 |
Largest Losing Trade | -40189 | -31121 | -40189 | -55319032 | -37432409 | -55319032 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 5393 | 2747 | 2646 | 5393 | 2747 | 2646 |
Profit Streak | 0 | 355.3697 | 0 | 0 | 355.3697 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144790 | -321742 | -449033 | 388289 | -160789 | -762667 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 71, "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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