Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945096.9521 | 1844838.4265 | 100258.5256 | 382222.43 | 491342.856 | -109120.426 |
Total P&L (%) | 1945.097 | 1844.8384 | 100.2585 | 382.2224 | 491.3429 | -109.1204 |
Avg Daily Profit (%) | 0.8412 | 0.7978 | 0.0434 | 0.0681 | 0.0769 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219577 | -219886 | -53120 | -1756630 | -1361839 | -739926 |
Profit Factor | 3.7528 | 4.6567 | 1.4961 | 1.1302 | 1.2518 | 0.8891 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 48.5149 | 38 | 58.8235 | 48.5149 | 38 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.9826 | 7.5978 | 1.0473 | 1.1994 | 2.0425 | 0.6223 |
Largest Winning Trade | 1770357 | 1770357 | 27965 | 1151706 | 1151706 | 152277 |
Largest Losing Trade | -45125 | -45125 | -30635 | -555483 | -330185 | -555483 |
Avg Bars in Trades | 132 | 227 | 39 | 132 | 227 | 39 |
Avg Bars in Winners | 163 | 355 | 42 | 163 | 355 | 42 |
Avg Bars in Losers | 103 | 149 | 35 | 103 | 149 | 35 |
Bars Traded | 13381 | 11375 | 2006 | 13381 | 11375 | 2006 |
Profit Streak | 91.8747 | 110.708 | 91.8747 | 91.8747 | 110.708 | 91.8747 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 746383 | -162678 | -312065 | -178666 | -272757 | -759130 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 74, "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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