Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43658.2662 | -6507.8175 | 50166.0837 | 39888.3418 | -20044.4323 | 59932.7741 |
Total P&L (%) | 43.6583 | -6.5078 | 50.1661 | 39.8883 | -20.0444 | 59.9328 |
Avg Daily Profit (%) | 0.309 | -0.0461 | 0.355 | 0.2378 | -0.1582 | 0.3329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24840 | -24840 | -8205 | -39108 | -39108 | -9091 |
Profit Factor | 1.3981 | 0.9225 | 2.9505 | 1.2798 | 0.8207 | 2.9465 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 65.9574 | 59.5745 | 72.3404 | 65.9574 | 59.5745 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.7216 | 0.626 | 1.1281 | 0.6605 | 0.5569 | 1.1266 |
Largest Winning Trade | 13799 | 13799 | 9191 | 15681 | 15681 | 8857 |
Largest Losing Trade | -24840 | -24840 | -5630 | -39108 | -39108 | -6805 |
Avg Bars in Trades | 68 | 56 | 81 | 68 | 56 | 81 |
Avg Bars in Winners | 67 | 59 | 73 | 67 | 59 | 73 |
Avg Bars in Losers | 72 | 51 | 102 | 72 | 51 | 102 |
Bars Traded | 6480 | 2658 | 3823 | 6480 | 2658 | 3823 |
Profit Streak | 391.6993 | 391.6993 | 394.0743 | 391.6993 | 391.6993 | 394.0743 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268501 | -580643 | 501704 | 208532 | -580643 | 518058 |
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{ "first_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "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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