Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635289.6957 | 643350.3731 | -8060.6774 | 563506.4678 | 506085.8371 | 57420.6307 |
Total P&L (%) | 635.2897 | 643.3504 | -8.0607 | 563.5065 | 506.0858 | 57.4206 |
Avg Daily Profit (%) | 0.254 | 0.2572 | -0.0032 | 0.0757 | 0.0721 | 0.0181 |
Buy And Hold Return (%) | 315.0228 | 315.0228 | 315.0228 | 315.0228 | 315.0228 | 315.0228 |
Max Trade Drawdown | -128130 | -71770 | -175594 | -178944 | -136683 | -123768 |
Profit Factor | 2.2977 | 3.4159 | 0.9639 | 1.6664 | 1.8873 | 1.2086 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 53.0303 | 51.5152 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0351 | 3.215 | 0.8032 | 1.4759 | 1.7762 | 1.0072 |
Largest Winning Trade | 392922 | 392922 | 66309 | 214454 | 214454 | 72962 |
Largest Losing Trade | -44422 | -37471 | -44422 | -117007 | -117007 | -66681 |
Avg Bars in Trades | 61 | 33 | 90 | 61 | 33 | 90 |
Avg Bars in Winners | 85 | 39 | 127 | 85 | 39 | 127 |
Avg Bars in Losers | 35 | 26 | 46 | 35 | 26 | 46 |
Bars Traded | 4089 | 1096 | 2993 | 4089 | 1096 | 2993 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122010 | 310459 | -580213 | -225824 | -102052 | -334302 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "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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