Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22088.2966 | 11798.5186 | 10289.7781 | 23500.6734 | 12535.4654 | 10965.208 |
Total P&L (%) | 22.0883 | 11.7985 | 10.2898 | 23.5007 | 12.5355 | 10.9652 |
Avg Daily Profit (%) | 1.2724 | 0.6796 | 0.5927 | 1.2233 | 0.6826 | 0.6011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6527 | -3637 | -4048 | -8424 | -4662 | -5212 |
Profit Factor | 1.8486 | 1.8419 | 1.8563 | 1.7339 | 1.7164 | 1.755 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 63.8298 | 65.9574 | 61.7021 | 63.8298 | 65.9574 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0475 | 0.9507 | 1.1522 | 0.9825 | 0.8859 | 1.0893 |
Largest Winning Trade | 9304 | 5953 | 9304 | 10008 | 6134 | 10008 |
Largest Losing Trade | -3637 | -3637 | -3269 | -4662 | -4662 | -3569 |
Avg Bars in Trades | 251 | 315 | 187 | 251 | 315 | 187 |
Avg Bars in Winners | 202 | 229 | 173 | 202 | 229 | 173 |
Avg Bars in Losers | 338 | 483 | 209 | 338 | 483 | 209 |
Bars Traded | 23639 | 14837 | 8802 | 23639 | 14837 | 8802 |
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 | 377687 | -97125 | -143664 | 342083 | -74415 | -122774 |
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{ "first_band": { "type": "dcl", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "offset": 238 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "offset": 238 } } }
# | 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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