Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525277.3018 | 485679.7749 | 39597.527 | 90363.0321 | 514503.0504 | -424140.0183 |
Total P&L (%) | 525.2773 | 485.6798 | 39.5975 | 90.363 | 514.5031 | -424.14 |
Avg Daily Profit (%) | 0.2233 | 0.2065 | 0.0168 | 0.0274 | 0.0772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163691 | -154038 | -65607 | -2965544 | -2923055 | -1344260 |
Profit Factor | 1.5909 | 1.761 | 1.1579 | 1.0094 | 1.0756 | 0.8511 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 58.9404 | 56 | 61.8421 | 58.9404 | 56 | 61.8421 |
Ratio Avg Win / Avg Loss | 1.1083 | 1.3836 | 0.7145 | 0.7032 | 0.8451 | 0.5251 |
Largest Winning Trade | 209291 | 209291 | 46609 | 1397319 | 1397319 | 816269 |
Largest Losing Trade | -69471 | -69471 | -33753 | -1551206 | -1551206 | -753938 |
Avg Bars in Trades | 28 | 53 | 4 | 28 | 53 | 4 |
Avg Bars in Winners | 16 | 29 | 5 | 16 | 29 | 5 |
Avg Bars in Losers | 45 | 83 | 3 | 45 | 83 | 3 |
Bars Traded | 4334 | 4010 | 323 | 4334 | 4010 | 323 |
Profit Streak | 46.1383 | 0 | 68.6383 | 46.1383 | 0 | 68.6383 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463839 | -45998 | -267880 | -365415 | -284336 | -627587 |
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{ "first_band": { "type": "dcl", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "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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