Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911115.3108 | 891810.9678 | 19304.3431 | -12408.7286 | 75208.7748 | -87617.5033 |
Total P&L (%) | 911.1153 | 891.811 | 19.3043 | -12.4087 | 75.2088 | -87.6175 |
Avg Daily Profit (%) | 0.4921 | 0.4817 | 0.0104 | -0.0072 | 0.0303 | -0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141791 | -132583 | -76460 | -976490 | -888873 | -289752 |
Profit Factor | 2.2965 | 3.1651 | 1.0664 | 0.9958 | 1.0432 | 0.9294 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 34.3137 | 29.4118 | 39.2157 | 34.3137 | 29.4118 | 39.2157 |
Ratio Avg Win / Avg Loss | 4.3961 | 7.5963 | 1.6529 | 1.9063 | 2.5038 | 1.4406 |
Largest Winning Trade | 964082 | 964082 | 65620 | 964082 | 964082 | 395214 |
Largest Losing Trade | -41326 | -37209 | -41326 | -322908 | -322908 | -245875 |
Avg Bars in Trades | 70 | 79 | 61 | 70 | 79 | 61 |
Avg Bars in Winners | 132 | 153 | 116 | 132 | 153 | 116 |
Avg Bars in Losers | 38 | 48 | 26 | 38 | 48 | 26 |
Bars Traded | 7192 | 4039 | 3153 | 7192 | 4039 | 3153 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326804 | -174209 | -516919 | -583828 | -514973 | -763360 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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