Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635296.8365 | 582400.4881 | 52896.3484 | 618034.2138 | 716316.5232 | -98282.3094 |
Total P&L (%) | 635.2968 | 582.4005 | 52.8963 | 618.0342 | 716.3165 | -98.2823 |
Avg Daily Profit (%) | 0.305 | 0.2796 | 0.0254 | 0.0947 | 0.1009 | -0.1949 |
Buy And Hold Return (%) | 55.1114 | 55.1114 | 55.1114 | 55.1114 | 55.1114 | 55.1114 |
Max Trade Drawdown | -165920 | -106816 | -59103 | -1690285 | -1071324 | -660171 |
Profit Factor | 2.1051 | 2.5399 | 1.269 | 1.1236 | 1.2242 | 0.9455 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 48.9209 | 42.029 | 55.7143 | 48.9209 | 42.029 | 55.7143 |
Ratio Avg Win / Avg Loss | 2.198 | 3.5033 | 1.0087 | 1.1732 | 1.6885 | 0.7516 |
Largest Winning Trade | 414850 | 414850 | 23905 | 1203747 | 1203747 | 261367 |
Largest Losing Trade | -35448 | -35448 | -30772 | -471469 | -459560 | -471469 |
Avg Bars in Trades | 174 | 310 | 40 | 174 | 310 | 40 |
Avg Bars in Winners | 203 | 417 | 44 | 203 | 417 | 44 |
Avg Bars in Losers | 147 | 233 | 36 | 147 | 233 | 36 |
Bars Traded | 24288 | 21436 | 2852 | 24288 | 21436 | 2852 |
Profit Streak | 0 | 168.8549 | 0 | 0 | 168.8549 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463922 | -90143 | -418269 | -150733 | -160891 | -674217 |
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{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 162 } }, "second_band": { "type": "dcu", "factors": { "length": 189, "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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