Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791989.2466 | 714642.8583 | 77346.3883 | 3423485.753 | 1349675.3507 | 2073810.4023 |
Total P&L (%) | 791.9892 | 714.6429 | 77.3464 | 3423.4858 | 1349.6754 | 2073.8104 |
Avg Daily Profit (%) | 0.3802 | 0.343 | 0.0371 | 0.1711 | 0.1284 | 0.1479 |
Buy And Hold Return (%) | 277.7648 | 277.7648 | 277.7648 | 277.7648 | 277.7648 | 277.7648 |
Max Trade Drawdown | -98112 | -87196 | -41655 | -7509385 | -7055557 | -819859 |
Profit Factor | 2.6164 | 2.8434 | 1.7562 | 1.1853 | 1.0831 | 1.9331 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 59.2593 | 57.5 | 60.9756 | 59.2593 | 57.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.7988 | 2.1016 | 1.124 | 0.8149 | 0.8005 | 1.2372 |
Largest Winning Trade | 175270 | 175270 | 18131 | 2593304 | 2593304 | 597225 |
Largest Losing Trade | -76004 | -76004 | -17982 | -7055557 | -7055557 | -453828 |
Avg Bars in Trades | 284 | 550 | 25 | 284 | 550 | 25 |
Avg Bars in Winners | 180 | 347 | 26 | 180 | 347 | 26 |
Avg Bars in Losers | 436 | 825 | 23 | 436 | 825 | 23 |
Bars Traded | 23066 | 22027 | 1039 | 23066 | 22027 | 1039 |
Profit Streak | 99.8164 | 0 | 131.1498 | 99.8164 | 0 | 131.1498 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2915 | 439111 | -304559 | -24765 | -152430 | 348529 |
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{ "first_band": { "type": "dcl", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "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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