Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145390.4159 | 1064703.1778 | 80687.2381 | 215090.7209 | 3210920.8308 | -2995830.1099 |
Total P&L (%) | 1145.3904 | 1064.7032 | 80.6872 | 215.0907 | 3210.9208 | -2995.8301 |
Avg Daily Profit (%) | 0.4805 | 0.4466 | 0.0338 | 0.0482 | 0.1469 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245444 | -159219 | -179186 | -16596791 | -11979795 | -8185220 |
Profit Factor | 2.4764 | 3.6302 | 1.2175 | 1.0083 | 1.2291 | 0.7472 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 47.5248 | 43.1373 | 52 | 47.5248 | 43.1373 | 52 |
Ratio Avg Win / Avg Loss | 2.7344 | 4.7852 | 1.1238 | 1.1133 | 1.6201 | 0.6897 |
Largest Winning Trade | 719921 | 719921 | 72984 | 11941419 | 11941419 | 4708455 |
Largest Losing Trade | -67211 | -47743 | -67211 | -6917361 | -6917361 | -5180543 |
Avg Bars in Trades | 136 | 129 | 143 | 136 | 129 | 143 |
Avg Bars in Winners | 176 | 168 | 183 | 176 | 168 | 183 |
Avg Bars in Losers | 100 | 101 | 100 | 100 | 101 | 100 |
Bars Traded | 13800 | 6628 | 7170 | 13800 | 6628 | 7170 |
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 | 520595 | -165788 | -327892 | -340671 | -178456 | -760574 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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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