Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89441.8644 | 7511.9744 | 81929.8899 | 114179.0518 | 7745.3142 | 106433.7375 |
Total P&L (%) | 89.4419 | 7.512 | 81.9299 | 114.1791 | 7.7453 | 106.4337 |
Avg Daily Profit (%) | 0.3435 | 0.0288 | 0.3146 | 0.2929 | 0.0287 | 0.2787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23785 | -9913 | -24089 | -51576 | -19084 | -49933 |
Profit Factor | 1.8166 | 1.2332 | 2.0598 | 1.582 | 1.1396 | 1.7565 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 59.5745 | 48.9362 | 70.2128 | 59.5745 | 48.9362 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.2327 | 1.2868 | 0.8738 | 1.0735 | 1.1891 | 0.7452 |
Largest Winning Trade | 24505 | 4400 | 24505 | 28774 | 7390 | 28774 |
Largest Losing Trade | -19112 | -4052 | -19112 | -35041 | -6960 | -35041 |
Avg Bars in Trades | 263 | 31 | 494 | 263 | 31 | 494 |
Avg Bars in Winners | 275 | 27 | 447 | 275 | 27 | 447 |
Avg Bars in Losers | 245 | 35 | 604 | 245 | 35 | 604 |
Bars Traded | 24731 | 1497 | 23234 | 24731 | 1497 | 23234 |
Profit Streak | 6.6467 | 6.6467 | 43.2092 | 6.6467 | 6.6467 | 43.2092 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447892 | -320931 | 455101 | 413328 | -388427 | 422989 |
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{ "first_band": { "type": "dcu", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "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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