Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323823.5047 | 384500.0305 | -60676.5257 | -77540.5745 | 83500.5522 | -161041.1266 |
Total P&L (%) | 323.8235 | 384.5 | -60.6765 | -77.5406 | 83.5006 | -161.0411 |
Avg Daily Profit (%) | 0.1555 | 0.1846 | -0.0291 | -0.0717 | 0.0292 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218310 | -183181 | -78376 | -1325854 | -1076385 | -378804 |
Profit Factor | 1.3605 | 1.6343 | 0.7923 | 0.9732 | 1.0413 | 0.8157 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 52.4476 | 50.7042 | 54.1667 | 52.4476 | 50.7042 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2335 | 1.5889 | 0.6704 | 0.8824 | 1.0123 | 0.6902 |
Largest Winning Trade | 207263 | 207263 | 14773 | 459128 | 459128 | 102669 |
Largest Losing Trade | -70661 | -70661 | -32623 | -537139 | -537139 | -348567 |
Avg Bars in Trades | 167 | 308 | 29 | 167 | 308 | 29 |
Avg Bars in Winners | 92 | 159 | 30 | 92 | 159 | 30 |
Avg Bars in Losers | 251 | 461 | 28 | 251 | 461 | 28 |
Bars Traded | 23997 | 21890 | 2107 | 23997 | 21890 | 2107 |
Profit Streak | 78.3353 | 79.5853 | 78.3353 | 78.3353 | 79.5853 | 78.3353 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336731 | -75724 | -658582 | -579118 | -415395 | -658582 |
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{ "first_band": { "type": "dcl", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 146, "offset": 74 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 146, "offset": 74 } } }
# | 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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