Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614366.6978 | 519006.1084 | 95360.5893 | 727997.1802 | 900991.521 | -172994.3407 |
Total P&L (%) | 614.3667 | 519.0061 | 95.3606 | 727.9972 | 900.9915 | -172.9943 |
Avg Daily Profit (%) | 0.2619 | 0.2212 | 0.0406 | 0.0901 | 0.0982 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111614 | -76515 | -50965 | -2121095 | -1634439 | -788121 |
Profit Factor | 1.7847 | 2.2308 | 1.2639 | 1.065 | 1.1409 | 0.964 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 35.2941 | 36.2745 | 34.3137 | 35.2941 | 36.2745 | 34.3137 |
Ratio Avg Win / Avg Loss | 3.2719 | 3.919 | 2.4195 | 1.9525 | 2.0043 | 1.8454 |
Largest Winning Trade | 279486 | 279486 | 69218 | 1708173 | 1708173 | 619946 |
Largest Losing Trade | -26381 | -20412 | -26381 | -381813 | -381813 | -362521 |
Avg Bars in Trades | 67 | 76 | 57 | 67 | 76 | 57 |
Avg Bars in Winners | 118 | 131 | 103 | 118 | 131 | 103 |
Avg Bars in Losers | 39 | 45 | 33 | 39 | 45 | 33 |
Bars Traded | 13669 | 7827 | 5842 | 13669 | 7827 | 5842 |
Profit Streak | 9.5993 | 9.5993 | 12.0993 | 9.5993 | 9.5993 | 12.0993 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302696 | 270362 | -143395 | -223668 | -130776 | -583760 |
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{ "first_band": { "type": "midprice", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "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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