Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54252.8862 | -5009.6439 | 59262.5301 | 54423.9852 | -9412.0918 | 63836.077 |
Total P&L (%) | 54.2529 | -5.0096 | 59.2625 | 54.424 | -9.4121 | 63.8361 |
Avg Daily Profit (%) | 0.2083 | -0.0192 | 0.2276 | 0.167 | -0.038 | 0.1898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24688 | -10211 | -23254 | -41557 | -15389 | -39448 |
Profit Factor | 1.6605 | 0.7985 | 2.0347 | 1.4271 | 0.7445 | 1.7046 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 59.322 | 53.3333 | 65.5172 | 59.322 | 53.3333 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.1386 | 0.6987 | 1.0709 | 0.9786 | 0.6515 | 0.8972 |
Largest Winning Trade | 24143 | 2783 | 24143 | 24764 | 3969 | 24764 |
Largest Losing Trade | -17765 | -4227 | -17765 | -29992 | -5933 | -29992 |
Avg Bars in Trades | 400 | 72 | 739 | 400 | 72 | 739 |
Avg Bars in Winners | 405 | 42 | 712 | 405 | 42 | 712 |
Avg Bars in Losers | 393 | 107 | 793 | 393 | 107 | 793 |
Bars Traded | 23634 | 2175 | 21459 | 23634 | 2175 | 21459 |
Profit Streak | 0 | 0 | 44.8568 | 0 | 0 | 44.8568 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171010 | -581233 | 432057 | -174192 | -581511 | 348468 |
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{ "first_band": { "type": "dcu", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "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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