Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408436.5285 | 362679.5641 | 45756.9643 | 61669.9892 | 192710.8243 | -131040.8351 |
Total P&L (%) | 408.4365 | 362.6796 | 45.757 | 61.67 | 192.7108 | -131.0408 |
Avg Daily Profit (%) | 0.2196 | 0.195 | 0.0246 | 0.0258 | 0.0578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134472 | -144751 | -124615 | -500206 | -437151 | -437694 |
Profit Factor | 1.6536 | 2.1786 | 1.1443 | 1.0329 | 1.228 | 0.873 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 45.7143 | 40 | 51.4286 | 45.7143 | 40 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.9637 | 3.268 | 1.0807 | 1.2265 | 1.842 | 0.8245 |
Largest Winning Trade | 172686 | 172686 | 67231 | 221962 | 221962 | 201634 |
Largest Losing Trade | -54937 | -33568 | -54937 | -191656 | -96877 | -191656 |
Avg Bars in Trades | 102 | 139 | 65 | 102 | 139 | 65 |
Avg Bars in Winners | 141 | 223 | 78 | 141 | 223 | 78 |
Avg Bars in Losers | 69 | 83 | 52 | 69 | 83 | 52 |
Bars Traded | 7185 | 4881 | 2304 | 7185 | 4881 | 2304 |
Profit Streak | 114.2755 | 114.2755 | 189.5255 | 114.2755 | 114.2755 | 189.5255 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88171 | 301967 | -222407 | -442400 | -118374 | -579628 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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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