Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104300.2698 | 77445.672 | 26854.5979 | 8165.0963 | 68069.0641 | -59903.9679 |
Total P&L (%) | 104.3003 | 77.4457 | 26.8546 | 8.1651 | 68.0691 | -59.904 |
Avg Daily Profit (%) | 0.2003 | 0.1487 | 0.0516 | 0.0151 | 0.0997 | -0.1753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107752 | -13458 | -97273 | -277971 | -29711 | -249028 |
Profit Factor | 1.3588 | 2.4719 | 1.1128 | 1.0141 | 1.6414 | 0.8731 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 53.9683 | 59.375 | 48.3871 | 53.9683 | 59.375 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.159 | 1.6913 | 1.187 | 0.865 | 1.1231 | 0.9313 |
Largest Winning Trade | 71221 | 71221 | 44429 | 88256 | 69188 | 88256 |
Largest Losing Trade | -49783 | -8138 | -49783 | -93586 | -21033 | -93586 |
Avg Bars in Trades | 378 | 81 | 685 | 378 | 81 | 685 |
Avg Bars in Winners | 459 | 107 | 904 | 459 | 107 | 904 |
Avg Bars in Losers | 283 | 43 | 479 | 283 | 43 | 479 |
Bars Traded | 23851 | 2613 | 21238 | 23851 | 2613 | 21238 |
Profit Streak | 49.7122 | 49.7122 | 51.3997 | 49.7122 | 49.7122 | 51.3997 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141502 | 423785 | -224126 | -694722 | -56349 | -581025 |
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{ "first_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 92, "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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