Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218085.5793 | 208499.0691 | 9586.5101 | 53620.3944 | 54500.7194 | -880.325 |
Total P&L (%) | 218.0856 | 208.4991 | 9.5865 | 53.6204 | 54.5007 | -0.8803 |
Avg Daily Profit (%) | 0.4187 | 0.4003 | 0.0184 | 0.0825 | 0.0836 | -0.0017 |
Buy And Hold Return (%) | 13.4654 | 13.4654 | 13.4654 | 13.4654 | 13.4654 | 13.4654 |
Max Trade Drawdown | -83585 | -66726 | -32383 | -188998 | -146679 | -63332 |
Profit Factor | 1.6934 | 2.2769 | 1.0634 | 1.1014 | 1.197 | 0.9965 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 37.8641 | 31.3725 | 44.2308 | 37.8641 | 31.3725 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.779 | 4.9807 | 1.3408 | 1.8074 | 2.6184 | 1.2565 |
Largest Winning Trade | 265440 | 265440 | 34978 | 194423 | 194423 | 72798 |
Largest Losing Trade | -18432 | -12684 | -18432 | -48677 | -38364 | -48677 |
Avg Bars in Trades | 237 | 182 | 292 | 237 | 182 | 292 |
Avg Bars in Winners | 408 | 313 | 474 | 408 | 313 | 474 |
Avg Bars in Losers | 134 | 121 | 148 | 134 | 121 | 148 |
Bars Traded | 24513 | 9284 | 15229 | 24513 | 9284 | 15229 |
Profit Streak | 23.666 | 23.791 | 23.666 | 23.666 | 23.791 | 23.666 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313848 | -173933 | -667156 | -196968 | -273921 | -761433 |
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{ "first_band": { "type": "midprice", "factors": { "length": 94, "offset": 248 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 94, "offset": 248 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "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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