Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96065.5199 | 33184.5541 | 62880.9658 | 44225.6076 | 24292.3259 | 19933.2817 |
Total P&L (%) | 96.0655 | 33.1846 | 62.881 | 44.2256 | 24.2923 | 19.9333 |
Avg Daily Profit (%) | 0.1844 | 0.0637 | 0.1207 | 0.0703 | 0.0418 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106754 | -11356 | -108917 | -124220 | -17007 | -122507 |
Profit Factor | 1.4132 | 1.6686 | 1.3439 | 1.1675 | 1.4229 | 1.0965 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 59.4059 | 60.7843 | 58 | 59.4059 | 60.7843 | 58 |
Ratio Avg Win / Avg Loss | 0.9657 | 1.0765 | 0.9732 | 0.7978 | 0.918 | 0.794 |
Largest Winning Trade | 24963 | 7617 | 24963 | 26768 | 10571 | 26768 |
Largest Losing Trade | -54799 | -6198 | -54799 | -66844 | -9009 | -66844 |
Avg Bars in Trades | 240 | 22 | 463 | 240 | 22 | 463 |
Avg Bars in Winners | 211 | 24 | 410 | 211 | 24 | 410 |
Avg Bars in Losers | 283 | 18 | 536 | 283 | 18 | 536 |
Bars Traded | 24293 | 1135 | 23158 | 24293 | 1135 | 23158 |
Profit Streak | 6.1327 | 6.1327 | 41.5077 | 6.1327 | 6.1327 | 41.5077 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312650 | -286884 | -211703 | -136706 | -320235 | -447330 |
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{ "first_band": { "type": "dcu", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 95, "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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