Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136015.2995 | 863879.4997 | 272135.7999 | 27074854.8624 | 24133705.4225 | 2941149.4399 |
Total P&L (%) | 1136.0153 | 863.8795 | 272.1358 | 27074.8549 | 24133.7054 | 2941.1494 |
Avg Daily Profit (%) | 0.6117 | 0.4652 | 0.1465 | 0.3023 | 0.2961 | 0.1841 |
Buy And Hold Return (%) | 136.8368 | 136.8368 | 136.8368 | 136.8368 | 136.8368 | 136.8368 |
Max Trade Drawdown | -122360 | -69351 | -134509 | -68302451 | -24874424 | -66281299 |
Profit Factor | 2.2651 | 3.0299 | 1.5761 | 1.0898 | 1.1894 | 1.0169 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 61 | 62 | 60 | 61 | 62 | 60 |
Ratio Avg Win / Avg Loss | 1.4482 | 1.8571 | 1.0507 | 0.6968 | 0.729 | 0.6779 |
Largest Winning Trade | 134765 | 134765 | 55236 | 20412011 | 20412011 | 15991927 |
Largest Losing Trade | -88434 | -46052 | -88434 | -44937539 | -17812689 | -44937539 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 37 | 41 | 31 | 37 | 41 | 31 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 7252 | 3845 | 3407 | 7252 | 3845 | 3407 |
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 | 620301 | 608485 | -1595 | -111976 | -3688 | -194683 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "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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