Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747435.0668 | 645123.5224 | 102311.5444 | 7240609.3707 | 7189762.3964 | 50846.9743 |
Total P&L (%) | 747.4351 | 645.1235 | 102.3115 | 7240.6094 | 7189.7624 | 50.847 |
Avg Daily Profit (%) | 0.2989 | 0.258 | 0.0409 | 0.172 | 0.1717 | 0.0164 |
Buy And Hold Return (%) | 853.9153 | 853.9153 | 853.9153 | 853.9153 | 853.9153 | 853.9153 |
Max Trade Drawdown | -59618 | -45580 | -90505 | -752617 | -426892 | -864797 |
Profit Factor | 2.7685 | 5.4356 | 1.3691 | 3.1745 | 8.8985 | 1.021 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Losing Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Profitability (%) | 61.6279 | 72.093 | 51.1628 | 61.6279 | 72.093 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7238 | 2.1041 | 1.3069 | 1.9766 | 3.4446 | 0.9746 |
Largest Winning Trade | 281190 | 281190 | 43874 | 3126219 | 3126219 | 622621 |
Largest Losing Trade | -49735 | -44275 | -49735 | -752617 | -416303 | -752617 |
Avg Bars in Trades | 80 | 94 | 66 | 80 | 94 | 66 |
Avg Bars in Winners | 93 | 91 | 96 | 93 | 91 | 96 |
Avg Bars in Losers | 58 | 102 | 33 | 58 | 102 | 33 |
Bars Traded | 6914 | 4076 | 2838 | 6914 | 4076 | 2838 |
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 | -149596 | -146215 | -303317 | 571671 | 692598 | -535535 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "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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