Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076670.4105 | 959045.1217 | 117625.2888 | 2332351.9 | 6038231.1298 | -3705879.2298 |
Total P&L (%) | 1076.6704 | 959.0451 | 117.6253 | 2332.3519 | 6038.2311 | -3705.8792 |
Avg Daily Profit (%) | 0.578 | 0.5148 | 0.0631 | 0.1715 | 0.2213 | 0 |
Buy And Hold Return (%) | 93.0077 | 93.0077 | 93.0077 | 93.0077 | 93.0077 | 93.0077 |
Max Trade Drawdown | -187088 | -101138 | -112239 | -12054765 | -6473851 | -7309397 |
Profit Factor | 2.2895 | 4.1092 | 1.2234 | 1.0663 | 1.4859 | 0.8369 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 59.4595 | 62.1622 | 56.7568 | 59.4595 | 62.1622 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.561 | 2.5012 | 0.9321 | 0.7271 | 0.9044 | 0.6377 |
Largest Winning Trade | 490580 | 490580 | 71802 | 3551141 | 3336369 | 3551141 |
Largest Losing Trade | -80447 | -42942 | -80447 | -5364164 | -3915065 | -5364164 |
Avg Bars in Trades | 73 | 77 | 69 | 73 | 77 | 69 |
Avg Bars in Winners | 86 | 90 | 80 | 86 | 90 | 80 |
Avg Bars in Losers | 54 | 54 | 53 | 54 | 54 | 53 |
Bars Traded | 10820 | 5705 | 5115 | 10820 | 5705 | 5115 |
Profit Streak | 15.649 | 0 | 86.9823 | 15.649 | 0 | 86.9823 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641723 | -44733 | -255995 | -139219 | -54831 | -642675 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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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