Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452833.5113 | 412441.3196 | 40392.1918 | 215723.8424 | 362426.6187 | -146702.7763 |
Total P&L (%) | 452.8335 | 412.4413 | 40.3922 | 215.7238 | 362.4266 | -146.7028 |
Avg Daily Profit (%) | 0.181 | 0.1648 | 0.0161 | 0.046 | 0.0612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138948 | -98484 | -79365 | -1172325 | -728962 | -753782 |
Profit Factor | 1.7861 | 2.6053 | 1.1266 | 1.0733 | 1.274 | 0.9096 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 42.2222 | 46.6667 | 37.7778 | 42.2222 | 46.6667 | 37.7778 |
Ratio Avg Win / Avg Loss | 2.4441 | 2.9775 | 1.8555 | 1.4687 | 1.456 | 1.4981 |
Largest Winning Trade | 342114 | 342114 | 50515 | 439890 | 439890 | 438868 |
Largest Losing Trade | -44483 | -30656 | -44483 | -580722 | -201454 | -580722 |
Avg Bars in Trades | 81 | 91 | 70 | 81 | 91 | 70 |
Avg Bars in Winners | 129 | 139 | 115 | 129 | 139 | 115 |
Avg Bars in Losers | 46 | 49 | 43 | 46 | 49 | 43 |
Bars Traded | 7308 | 4135 | 3172 | 7308 | 4135 | 3172 |
Profit Streak | 37.9416 | 39.2749 | 0 | 37.9416 | 39.2749 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309841 | 417799 | -258355 | -273711 | -111935 | -583798 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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