Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -66199.724 | 122831.4748 | -189031.1988 | 5109379.3217 | 779137.5129 | 4330241.8087 |
Total P&L (%) | -66.1997 | 122.8315 | -189.0312 | 5109.3793 | 779.1375 | 4330.2418 |
Avg Daily Profit (%) | -0.0306 | 0.0568 | -0.0874 | 0.183 | 0.1006 | 0.1755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -495701 | -81352 | -495083 | -1132274 | -1274119 | -490484 |
Profit Factor | 0.9228 | 1.4702 | 0.6828 | 1.9802 | 1.2244 | 3.4875 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 20 | 28 | 46 | 19 | 27 |
Losing Trades | 24 | 16 | 8 | 26 | 17 | 9 |
Profitability (%) | 66.6667 | 55.5556 | 77.7778 | 63.8889 | 52.7778 | 75 |
Ratio Avg Win / Avg Loss | 0.4614 | 1.1762 | 0.1951 | 1.1192 | 1.0955 | 1.1625 |
Largest Winning Trade | 62086 | 62086 | 44429 | 584404 | 560145 | 584404 |
Largest Losing Trade | -322603 | -46665 | -322603 | -513832 | -513832 | -490484 |
Avg Bars in Trades | 56 | 50 | 63 | 56 | 50 | 63 |
Avg Bars in Winners | 35 | 31 | 38 | 42 | 39 | 44 |
Avg Bars in Losers | 98 | 73 | 150 | 81 | 62 | 117 |
Bars Traded | 4074 | 1803 | 2271 | 4074 | 1803 | 2271 |
Profit Streak | 10.0853 | 0 | 37.5853 | 10.0853 | 0 | 37.5853 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661455 | -115212 | -576634 | -70494 | -58283 | 618179 |
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{ "first_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "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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