Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013855.8539 | 797257.4411 | 216598.4129 | 8471135.5782 | 2276542.8829 | 6194592.6953 |
Total P&L (%) | 1013.8559 | 797.2574 | 216.5984 | 8471.1356 | 2276.5429 | 6194.5927 |
Avg Daily Profit (%) | 0.4208 | 0.3309 | 0.0899 | 0.1849 | 0.1316 | 0.1721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146398 | -76848 | -122082 | -6667241 | -5780041 | -4321015 |
Profit Factor | 2.3861 | 3.3621 | 1.5499 | 1.2941 | 1.1646 | 1.4137 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 44.8 | 37.0968 | 52.381 | 44.8 | 37.0968 | 52.381 |
Ratio Avg Win / Avg Loss | 2.9401 | 5.7009 | 1.409 | 1.5945 | 1.9747 | 1.2852 |
Largest Winning Trade | 317981 | 317981 | 75245 | 3423017 | 3423017 | 2471871 |
Largest Losing Trade | -49075 | -33847 | -49075 | -2214405 | -1878333 | -2214405 |
Avg Bars in Trades | 74 | 60 | 89 | 74 | 60 | 89 |
Avg Bars in Winners | 116 | 104 | 124 | 116 | 104 | 124 |
Avg Bars in Losers | 41 | 34 | 49 | 41 | 34 | 49 |
Bars Traded | 9366 | 3758 | 5608 | 9366 | 3758 | 5608 |
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 | 460071 | -143890 | -217696 | 265564 | -214803 | -137793 |
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "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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