Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778364.8389 | 686271.0041 | 92093.8347 | 1683685.8719 | 1318853.3216 | 364832.5503 |
Total P&L (%) | 778.3648 | 686.271 | 92.0938 | 1683.6859 | 1318.8533 | 364.8326 |
Avg Daily Profit (%) | 0.4231 | 0.373 | 0.0501 | 0.1567 | 0.1443 | 0.0836 |
Buy And Hold Return (%) | 198.531 | 198.531 | 198.531 | 198.531 | 198.531 | 198.531 |
Max Trade Drawdown | -97008 | -71084 | -40127 | -488853 | -295349 | -223446 |
Profit Factor | 3.4972 | 5.1732 | 1.6254 | 2.0697 | 2.7923 | 1.4353 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.2915 | 5.4965 | 1.3545 | 1.948 | 2.9668 | 1.1961 |
Largest Winning Trade | 576437 | 576437 | 31863 | 623440 | 623440 | 225124 |
Largest Losing Trade | -43734 | -43734 | -40127 | -223446 | -145806 | -223446 |
Avg Bars in Trades | 107 | 184 | 30 | 107 | 184 | 30 |
Avg Bars in Winners | 139 | 256 | 35 | 139 | 256 | 35 |
Avg Bars in Losers | 73 | 116 | 25 | 73 | 116 | 25 |
Bars Traded | 7105 | 6087 | 1018 | 7105 | 6087 | 1018 |
Profit Streak | 160.6024 | 161.6024 | 160.6024 | 160.6024 | 161.6024 | 160.6024 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112996 | 529110 | -288731 | -115735 | 181310 | -87321 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 67, "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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