Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500418.5512 | 536199.6538 | -35781.1027 | 48278.0264 | 1943616.403 | -1895338.3766 |
Total P&L (%) | 500.4186 | 536.1997 | -35.7811 | 48.278 | 1943.6164 | -1895.3384 |
Avg Daily Profit (%) | 0.2705 | 0.2898 | -0.0193 | 0.0213 | 0.1632 | 0 |
Buy And Hold Return (%) | 27.4887 | 27.4887 | 27.4887 | 27.4887 | 27.4887 | 27.4887 |
Max Trade Drawdown | -222509 | -96029 | -192492 | -2808879 | -938889 | -2772223 |
Profit Factor | 1.8638 | 3.7748 | 0.9073 | 1.0067 | 1.9415 | 0.6334 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 35.5263 | 31.5789 | 39.4737 | 35.5263 | 31.5789 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.3824 | 8.1788 | 1.3912 | 1.8269 | 4.2066 | 0.9711 |
Largest Winning Trade | 269520 | 269520 | 77040 | 1634550 | 1634550 | 735163 |
Largest Losing Trade | -68366 | -20707 | -68366 | -1294334 | -279883 | -1294334 |
Avg Bars in Trades | 65 | 46 | 84 | 65 | 46 | 84 |
Avg Bars in Winners | 133 | 81 | 174 | 133 | 81 | 174 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 4980 | 1755 | 3225 | 4980 | 1755 | 3225 |
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 | -47228 | 307849 | -583191 | -444407 | 153364 | -584858 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 9, "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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