Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368573.4941 | 1330301.7884 | 38271.7057 | 1524419.8776 | 1563965.537 | -39545.6595 |
Total P&L (%) | 1368.5735 | 1330.3018 | 38.2717 | 1524.4199 | 1563.9655 | -39.5457 |
Avg Daily Profit (%) | 0.7449 | 0.724 | 0.0208 | 0.1518 | 0.1532 | -0.0274 |
Buy And Hold Return (%) | 743.1383 | 743.1383 | 743.1383 | 743.1383 | 743.1383 | 743.1383 |
Max Trade Drawdown | -198433 | -92641 | -145466 | -1178712 | -929428 | -573275 |
Profit Factor | 3.0697 | 5.3477 | 1.1077 | 1.3888 | 1.8502 | 0.981 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.8571 | 45.2381 | 40.4762 | 42.8571 | 45.2381 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.093 | 6.4735 | 1.629 | 1.8517 | 2.2397 | 1.4427 |
Largest Winning Trade | 614261 | 614261 | 73753 | 971440 | 971440 | 407098 |
Largest Losing Trade | -57629 | -31101 | -57629 | -494695 | -494695 | -486198 |
Avg Bars in Trades | 61 | 70 | 51 | 61 | 70 | 51 |
Avg Bars in Winners | 99 | 107 | 89 | 99 | 107 | 89 |
Avg Bars in Losers | 32 | 40 | 25 | 32 | 40 | 25 |
Bars Traded | 5128 | 2980 | 2148 | 5128 | 2980 | 2148 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290208 | 376917 | -435380 | 9487 | 113328 | -582771 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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