Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422477.729 | 1354540.0781 | 67937.6509 | 4546233.7946 | 6771977.0126 | -2225743.218 |
Total P&L (%) | 1422.4777 | 1354.5401 | 67.9377 | 4546.2338 | 6771.977 | -2225.7432 |
Avg Daily Profit (%) | 0.6459 | 0.6151 | 0.0309 | 0.1745 | 0.1923 | 0 |
Buy And Hold Return (%) | 516.5741 | 516.5741 | 516.5741 | 516.5741 | 516.5741 | 516.5741 |
Max Trade Drawdown | -139632 | -115130 | -66312 | -4023082 | -2202800 | -2981426 |
Profit Factor | 3.0678 | 4.851 | 1.2021 | 1.2656 | 1.7793 | 0.7359 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 47.8992 | 49.1525 | 46.6667 | 47.8992 | 49.1525 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.3369 | 5.0183 | 1.3738 | 1.3766 | 1.8406 | 0.841 |
Largest Winning Trade | 790968 | 790968 | 68874 | 4794820 | 4794820 | 940345 |
Largest Losing Trade | -33247 | -33217 | -33247 | -1580207 | -1542977 | -1580207 |
Avg Bars in Trades | 107 | 145 | 69 | 107 | 145 | 69 |
Avg Bars in Winners | 136 | 191 | 79 | 136 | 191 | 79 |
Avg Bars in Losers | 81 | 102 | 61 | 81 | 102 | 61 |
Bars Traded | 12803 | 8611 | 4192 | 12803 | 8611 | 4192 |
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 | 499637 | -161185 | -488441 | 258906 | -165664 | -751254 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "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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