Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218289.122 | 171402.8438 | 46886.2782 | 124695.0686 | -10337.1265 | 135032.195 |
Total P&L (%) | 218.2891 | 171.4028 | 46.8863 | 124.6951 | -10.3371 | 135.0322 |
Avg Daily Profit (%) | 0.2096 | 0.1646 | 0.045 | 0.0778 | -0.0105 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86145 | -101061 | -23563 | -923223 | -994194 | -252606 |
Profit Factor | 1.541 | 1.594 | 1.4079 | 1.045 | 0.995 | 1.1907 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 61.3445 | 64.4068 | 58.3333 | 61.3445 | 64.4068 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.971 | 0.8809 | 1.0056 | 0.6585 | 0.5499 | 0.8505 |
Largest Winning Trade | 56412 | 56412 | 14114 | 414012 | 414012 | 65952 |
Largest Losing Trade | -65354 | -65354 | -16730 | -436442 | -436442 | -192049 |
Avg Bars in Trades | 206 | 380 | 34 | 206 | 380 | 34 |
Avg Bars in Winners | 154 | 264 | 35 | 154 | 264 | 35 |
Avg Bars in Losers | 288 | 591 | 33 | 288 | 591 | 33 |
Bars Traded | 24527 | 22451 | 2076 | 24527 | 22451 | 2076 |
Profit Streak | 0 | 18.3965 | 0 | 0 | 18.3965 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337647 | -166214 | -301756 | -260021 | -754524 | -263944 |
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{ "first_band": { "type": "dcl", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "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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