Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166225.6381 | 92853.5337 | 73372.1044 | 112769.0203 | 11145.8153 | 101623.205 |
Total P&L (%) | 166.2256 | 92.8535 | 73.3721 | 112.769 | 11.1458 | 101.6232 |
Avg Daily Profit (%) | 0.3192 | 0.1783 | 0.1409 | 0.1451 | 0.0203 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82156 | -86858 | -27303 | -122777 | -181204 | -48379 |
Profit Factor | 1.4664 | 1.3532 | 1.7843 | 1.2034 | 1.0274 | 1.6883 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 55.3719 | 51.6667 | 59.0164 | 55.3719 | 51.6667 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.1819 | 1.2659 | 1.2391 | 0.9699 | 0.9611 | 1.1724 |
Largest Winning Trade | 108818 | 108818 | 33891 | 75318 | 75318 | 46598 |
Largest Losing Trade | -26626 | -26626 | -12041 | -43230 | -43230 | -28554 |
Avg Bars in Trades | 199 | 316 | 85 | 199 | 316 | 85 |
Avg Bars in Winners | 161 | 237 | 96 | 161 | 237 | 96 |
Avg Bars in Losers | 246 | 399 | 69 | 246 | 399 | 69 |
Bars Traded | 24176 | 18965 | 5211 | 24176 | 18965 | 5211 |
Profit Streak | 18.4355 | 0 | 19.6022 | 18.4355 | 0 | 19.6022 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387047 | -161688 | -163223 | -537 | -657463 | -171604 |
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{ "first_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "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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