Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277452.5007 | 50014.3533 | 227438.1475 | 243933.3407 | 43805.0802 | 200128.2604 |
Total P&L (%) | 277.4525 | 50.0144 | 227.4381 | 243.9333 | 43.8051 | 200.1283 |
Avg Daily Profit (%) | 0.1835 | 0.0331 | 0.1504 | 0.0817 | 0.024 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104628 | -95734 | -66363 | -339460 | -207473 | -298933 |
Profit Factor | 1.5795 | 1.1795 | 2.1359 | 1.2106 | 1.0783 | 1.3341 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 61.1111 | 55.5556 | 66.6667 | 61.1111 | 55.5556 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0051 | 0.9436 | 1.0679 | 0.7704 | 0.8627 | 0.667 |
Largest Winning Trade | 47261 | 42549 | 47261 | 93816 | 61703 | 93816 |
Largest Losing Trade | -54451 | -47569 | -54451 | -241969 | -120750 | -241969 |
Avg Bars in Trades | 64 | 38 | 90 | 64 | 38 | 90 |
Avg Bars in Winners | 50 | 31 | 66 | 50 | 31 | 66 |
Avg Bars in Losers | 86 | 47 | 138 | 86 | 47 | 138 |
Bars Traded | 5824 | 1739 | 4084 | 5824 | 1739 | 4084 |
Profit Streak | 38.6162 | 38.6162 | 116.3662 | 38.6162 | 38.6162 | 116.3662 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449600 | -172974 | 498047 | -82760 | -296907 | -93558 |
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{ "first_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 121, "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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