Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1939002.7572 | 1871527.0419 | 67475.7153 | -3263035.5222 | 21601547.1293 | -24864582.6515 |
Total P&L (%) | 1939.0028 | 1871.527 | 67.4757 | -3263.0355 | 21601.5471 | -24864.5827 |
Avg Daily Profit (%) | 0.8724 | 0.842 | 0.0304 | 0 | 0.2423 | 0 |
Buy And Hold Return (%) | 373.1057 | 373.1057 | 373.1057 | 373.1057 | 373.1057 | 373.1057 |
Max Trade Drawdown | -191027 | -94886 | -155650 | -45197463 | -16327597 | -47694480 |
Profit Factor | 4.7297 | 11.4698 | 1.1978 | 0.9595 | 2.0725 | 0.588 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 18 | 14 | 40 | 19 | 21 |
Losing Trades | 32 | 14 | 18 | 24 | 13 | 11 |
Profitability (%) | 50 | 56.25 | 43.75 | 62.5 | 59.375 | 65.625 |
Ratio Avg Win / Avg Loss | 4.7297 | 8.921 | 1.54 | 0.5757 | 1.418 | 0.308 |
Largest Winning Trade | 1625579 | 1625579 | 56021 | 19423302 | 19423302 | 8944362 |
Largest Losing Trade | -118858 | -38357 | -118858 | -41565783 | -11600709 | -41565783 |
Avg Bars in Trades | 101 | 74 | 128 | 101 | 74 | 128 |
Avg Bars in Winners | 155 | 103 | 221 | 113 | 92 | 132 |
Avg Bars in Losers | 48 | 37 | 56 | 81 | 48 | 120 |
Bars Traded | 6507 | 2388 | 4119 | 6507 | 2388 | 4119 |
Profit Streak | 0 | 0 | 0 | 58.0074 | 58.0074 | 149.6741 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123876 | 762693 | -322402 | -721140 | 482066 | -577372 |
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{ "first_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "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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