Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83433.1524 | -2160.1172 | 85593.2696 | 75613.3562 | -1036.5994 | 76649.9556 |
Total P&L (%) | 83.4332 | -2.1601 | 85.5933 | 75.6134 | -1.0366 | 76.65 |
Avg Daily Profit (%) | 0.1602 | -0.0041 | 0.1643 | 0.1082 | -0.002 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42997 | -19287 | -41057 | -59568 | -36704 | -57874 |
Profit Factor | 1.5161 | 0.9721 | 2.0144 | 1.3542 | 0.99 | 1.6994 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 54.4304 | 47.5 | 61.5385 | 54.4304 | 47.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.2693 | 1.0744 | 1.259 | 1.1337 | 1.0942 | 1.0621 |
Largest Winning Trade | 22938 | 18935 | 22938 | 29955 | 29955 | 19860 |
Largest Losing Trade | -41057 | -7876 | -41057 | -57874 | -15015 | -57874 |
Avg Bars in Trades | 306 | 91 | 526 | 306 | 91 | 526 |
Avg Bars in Winners | 321 | 128 | 474 | 321 | 128 | 474 |
Avg Bars in Losers | 287 | 58 | 608 | 287 | 58 | 608 |
Bars Traded | 24182 | 3668 | 20514 | 24182 | 3668 | 20514 |
Profit Streak | 0 | 0 | 34.0154 | 0 | 0 | 34.0154 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22586 | -580624 | 449398 | -79427 | -580624 | -42503 |
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{ "first_band": { "type": "dcu", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "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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