Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92207.7504 | 66570.021 | 25637.7294 | 121420.0058 | 102012.7537 | 19407.252 |
Total P&L (%) | 92.2078 | 66.57 | 25.6377 | 121.42 | 102.0128 | 19.4073 |
Avg Daily Profit (%) | 0.3541 | 0.2556 | 0.0984 | 0.3057 | 0.2704 | 0.0681 |
Buy And Hold Return (%) | 27.4069 | 27.4069 | 27.4069 | 27.4069 | 27.4069 | 27.4069 |
Max Trade Drawdown | -15905 | -10575 | -8635 | -39297 | -26580 | -19588 |
Profit Factor | 1.9939 | 1.9451 | 2.1479 | 1.6611 | 1.7288 | 1.4442 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 55.5556 | 52.5 | 58.5366 | 55.5556 | 52.5 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.5951 | 1.7598 | 1.5214 | 1.3289 | 1.5642 | 1.023 |
Largest Winning Trade | 26904 | 20458 | 26904 | 35160 | 35160 | 26904 |
Largest Losing Trade | -10575 | -10575 | -4274 | -26580 | -26580 | -6986 |
Avg Bars in Trades | 299 | 520 | 83 | 299 | 520 | 83 |
Avg Bars in Winners | 370 | 657 | 118 | 370 | 657 | 118 |
Avg Bars in Losers | 210 | 368 | 33 | 210 | 368 | 33 |
Bars Traded | 24253 | 20826 | 3426 | 24253 | 20826 | 3426 |
Profit Streak | 0 | 8.663 | 0 | 0 | 8.663 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7013 | 282204 | -223209 | -8232 | 327879 | -267029 |
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{ "first_band": { "type": "midprice", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 105, "offset": 11 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 105, "offset": 11 } } }
# | 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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