Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100404.912 | 55267.0288 | 45137.8832 | 127649.2315 | 68184.8729 | 59464.3586 |
Total P&L (%) | 100.4049 | 55.267 | 45.1379 | 127.6492 | 68.1849 | 59.4644 |
Avg Daily Profit (%) | 0.2187 | 0.1204 | 0.0983 | 0.1794 | 0.1133 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57388 | -28805 | -37178 | -67305 | -32422 | -44083 |
Profit Factor | 1.4266 | 1.6248 | 1.3073 | 1.4763 | 1.6702 | 1.3577 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 230 | 120 | 110 | 230 | 120 | 110 |
Losing Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Profitability (%) | 61.828 | 64.5161 | 59.1398 | 61.828 | 64.5161 | 59.1398 |
Ratio Avg Win / Avg Loss | 0.8808 | 0.8936 | 0.9032 | 0.9115 | 0.9186 | 0.938 |
Largest Winning Trade | 37858 | 24483 | 37858 | 42721 | 38087 | 42721 |
Largest Losing Trade | -21120 | -6715 | -21120 | -28358 | -6777 | -28358 |
Avg Bars in Trades | 29 | 12 | 45 | 29 | 12 | 45 |
Avg Bars in Winners | 21 | 10 | 31 | 21 | 10 | 31 |
Avg Bars in Losers | 42 | 16 | 66 | 42 | 16 | 66 |
Bars Traded | 10919 | 2382 | 8537 | 10919 | 2382 | 8537 |
Profit Streak | 594.0242 | 594.0242 | 596.1492 | 594.0242 | 594.0242 | 596.1492 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406667 | -30579 | -62842 | 405499 | -39063 | -56965 |
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{ "first_band": { "type": "dcu", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "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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