Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114985.0646 | 151249.5315 | -36264.4669 | 7951.3947 | 49773.4819 | -41822.0872 |
Total P&L (%) | 114.9851 | 151.2495 | -36.2645 | 7.9514 | 49.7735 | -41.8221 |
Avg Daily Profit (%) | 0.2208 | 0.2904 | -0.0696 | 0.0147 | 0.0776 | -0.1039 |
Buy And Hold Return (%) | 52.0882 | 52.0882 | 52.0882 | 52.0882 | 52.0882 | 52.0882 |
Max Trade Drawdown | -97055 | -72739 | -49698 | -125399 | -91222 | -55376 |
Profit Factor | 1.3949 | 1.7408 | 0.5833 | 1.0263 | 1.2325 | 0.5288 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2718 | 1.7408 | 0.4861 | 0.9357 | 1.2325 | 0.4407 |
Largest Winning Trade | 110066 | 110066 | 7100 | 93919 | 93919 | 7250 |
Largest Losing Trade | -45700 | -45700 | -14696 | -54998 | -54998 | -23887 |
Avg Bars in Trades | 326 | 613 | 48 | 326 | 613 | 48 |
Avg Bars in Winners | 190 | 352 | 47 | 190 | 352 | 47 |
Avg Bars in Losers | 475 | 873 | 50 | 475 | 873 | 50 |
Bars Traded | 21224 | 19619 | 1605 | 21224 | 19619 | 1605 |
Profit Streak | 0 | 77.5143 | 0 | 0 | 77.5143 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133312 | 304336 | -580782 | -668573 | -255502 | -580782 |
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{ "first_band": { "type": "dcl", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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