Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738237.1007 | 661853.8863 | 76383.2144 | 3862438.6517 | 4303234.0178 | -440795.3662 |
Total P&L (%) | 738.2371 | 661.8539 | 76.3832 | 3862.4387 | 4303.234 | -440.7954 |
Avg Daily Profit (%) | 0.2953 | 0.2647 | 0.0305 | 0.1473 | 0.1515 | 0 |
Buy And Hold Return (%) | 744.4531 | 744.4531 | 744.4531 | 744.4531 | 744.4531 | 744.4531 |
Max Trade Drawdown | -205980 | -81996 | -165217 | -977626 | -198111 | -1158121 |
Profit Factor | 2.0236 | 2.9777 | 1.1976 | 1.965 | 5.6051 | 0.8563 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Losing Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Profitability (%) | 58.9189 | 66.3043 | 51.6129 | 58.9189 | 66.3043 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4109 | 1.5133 | 1.1227 | 1.3701 | 2.8485 | 0.8028 |
Largest Winning Trade | 272157 | 272157 | 39651 | 1774593 | 1774593 | 655724 |
Largest Losing Trade | -55465 | -44367 | -55465 | -977626 | -197270 | -977626 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Losers | 33 | 47 | 24 | 33 | 47 | 24 |
Bars Traded | 7276 | 4070 | 3207 | 7276 | 4070 | 3207 |
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 | -152066 | -149417 | -321128 | 270186 | 616739 | -580874 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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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