Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386469.5437 | 427797.9656 | -41328.4218 | -24371.519 | 96305.4691 | -120676.9881 |
Total P&L (%) | 386.4695 | 427.798 | -41.3284 | -24.3715 | 96.3055 | -120.677 |
Avg Daily Profit (%) | 0.2131 | 0.2359 | -0.0228 | -0.0154 | 0.0372 | 0 |
Buy And Hold Return (%) | 137.1731 | 137.1731 | 137.1731 | 137.1731 | 137.1731 | 137.1731 |
Max Trade Drawdown | -236938 | -146412 | -150142 | -360890 | -392716 | -225258 |
Profit Factor | 1.6834 | 2.256 | 0.8163 | 0.9749 | 1.1507 | 0.6384 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 60.6557 | 53.3333 | 67.7419 | 60.6557 | 53.3333 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.0919 | 1.974 | 0.3887 | 0.6324 | 1.0069 | 0.304 |
Largest Winning Trade | 159013 | 159013 | 33753 | 212687 | 212687 | 93689 |
Largest Losing Trade | -71048 | -58109 | -71048 | -215739 | -215739 | -112377 |
Avg Bars in Trades | 84 | 148 | 21 | 84 | 148 | 21 |
Avg Bars in Winners | 58 | 105 | 22 | 58 | 105 | 22 |
Avg Bars in Losers | 123 | 197 | 20 | 123 | 197 | 20 |
Bars Traded | 5137 | 4459 | 678 | 5137 | 4459 | 678 |
Profit Streak | 130.1423 | 130.1423 | 612.1423 | 130.1423 | 130.1423 | 612.1423 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156729 | 366086 | -576808 | -744045 | -362781 | -576808 |
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{ "first_band": { "type": "dcl", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "offset": 116 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "offset": 116 } } }
# | 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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