Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609012.8194 | 654304.3348 | -45291.5154 | -85292.0782 | 141309.3516 | -226601.4298 |
Total P&L (%) | 609.0128 | 654.3043 | -45.2915 | -85.2921 | 141.3094 | -226.6014 |
Avg Daily Profit (%) | 0.2923 | 0.3141 | -0.0217 | -0.092 | 0.0423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295829 | -234754 | -117937 | -955146 | -616709 | -400576 |
Profit Factor | 1.8419 | 2.3112 | 0.7981 | 0.9469 | 1.1294 | 0.56 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 43.3333 | 33.3333 | 53.3333 | 43.3333 | 33.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.4086 | 4.6225 | 0.6984 | 1.2383 | 2.2589 | 0.49 |
Largest Winning Trade | 735543 | 735543 | 26211 | 681660 | 681660 | 75311 |
Largest Losing Trade | -52734 | -52734 | -37301 | -341762 | -341762 | -218786 |
Avg Bars in Trades | 272 | 484 | 60 | 272 | 484 | 60 |
Avg Bars in Winners | 297 | 665 | 67 | 297 | 665 | 67 |
Avg Bars in Losers | 252 | 393 | 51 | 252 | 393 | 51 |
Bars Traded | 24493 | 21791 | 2702 | 24493 | 21791 | 2702 |
Profit Streak | 0 | 0 | 170.1526 | 0 | 0 | 170.1526 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358905 | 251929 | -578897 | -581463 | -219876 | -578897 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 111, "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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