Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71828.4916 | 45247.8704 | 26580.6212 | 48949.8819 | 50567.0289 | -1617.147 |
Total P&L (%) | 71.8285 | 45.2479 | 26.5806 | 48.9499 | 50.567 | -1.6171 |
Avg Daily Profit (%) | 0.5171 | 0.3257 | 0.1914 | 0.2872 | 0.295 | -0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52874 | -34352 | -54378 | -90702 | -53154 | -109735 |
Profit Factor | 1.3084 | 1.5498 | 1.1765 | 1.1358 | 1.4114 | 0.9932 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 62.3077 | 66.1538 | 58.4615 | 62.3077 | 66.1538 | 58.4615 |
Ratio Avg Win / Avg Loss | 0.7915 | 0.7929 | 0.8359 | 0.6871 | 0.7221 | 0.7057 |
Largest Winning Trade | 19506 | 19506 | 11663 | 22614 | 22614 | 15466 |
Largest Losing Trade | -37047 | -14689 | -37047 | -63552 | -25951 | -63552 |
Avg Bars in Trades | 100 | 42 | 158 | 100 | 42 | 158 |
Avg Bars in Winners | 81 | 41 | 127 | 81 | 41 | 127 |
Avg Bars in Losers | 131 | 44 | 202 | 131 | 44 | 202 |
Bars Traded | 13078 | 2775 | 10303 | 13078 | 2775 | 10303 |
Profit Streak | 138.4226 | 138.5789 | 0 | 138.4226 | 138.5789 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343039 | -123913 | -156273 | -65117 | -124561 | -713142 |
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{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 151, "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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