Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688385.776 | 690487.0193 | -2101.2433 | 173318.0172 | 700773.0172 | -527454.9999 |
Total P&L (%) | 688.3858 | 690.487 | -2.1012 | 173.318 | 700.773 | -527.455 |
Avg Daily Profit (%) | 0.3811 | 0.3822 | -0.0012 | 0.0557 | 0.1152 | 0 |
Buy And Hold Return (%) | 277.5372 | 277.5372 | 277.5372 | 277.5372 | 277.5372 | 277.5372 |
Max Trade Drawdown | -183979 | -107841 | -86250 | -2194465 | -1325039 | -1023615 |
Profit Factor | 1.9993 | 2.794 | 0.9931 | 1.0256 | 1.194 | 0.8331 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 45.3608 | 43.75 | 46.9388 | 45.3608 | 43.75 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.4082 | 3.5923 | 1.1226 | 1.2354 | 1.5352 | 0.9418 |
Largest Winning Trade | 363621 | 363621 | 42614 | 1086384 | 1086384 | 427288 |
Largest Losing Trade | -40184 | -40184 | -26601 | -415985 | -415985 | -311745 |
Avg Bars in Trades | 106 | 149 | 65 | 106 | 149 | 65 |
Avg Bars in Winners | 154 | 230 | 84 | 154 | 230 | 84 |
Avg Bars in Losers | 67 | 86 | 47 | 67 | 86 | 47 |
Bars Traded | 10365 | 7179 | 3186 | 10365 | 7179 | 3186 |
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 | 293462 | 322188 | -580205 | -478274 | -50621 | -581872 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 39, "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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