Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397454.2264 | 339065.2423 | 58388.9841 | 222416.3608 | 16323.1122 | 206093.2486 |
Total P&L (%) | 397.4542 | 339.0652 | 58.389 | 222.4164 | 16.3231 | 206.0932 |
Avg Daily Profit (%) | 0.1734 | 0.1479 | 0.0255 | 0.0511 | 0.0066 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174156 | -177371 | -76679 | -943125 | -984010 | -228950 |
Profit Factor | 1.6302 | 1.8592 | 1.2474 | 1.116 | 1.0115 | 1.4163 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 61.8557 | 60.4167 | 63.2653 | 61.8557 | 60.4167 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.0053 | 1.2181 | 0.7243 | 0.6882 | 0.6627 | 0.8223 |
Largest Winning Trade | 105806 | 105806 | 52425 | 386046 | 386046 | 116158 |
Largest Losing Trade | -58393 | -58393 | -43812 | -409308 | -409308 | -188233 |
Avg Bars in Trades | 64 | 108 | 21 | 64 | 108 | 21 |
Avg Bars in Winners | 44 | 64 | 25 | 44 | 64 | 25 |
Avg Bars in Losers | 97 | 175 | 15 | 97 | 175 | 15 |
Bars Traded | 6298 | 5227 | 1071 | 6298 | 5227 | 1071 |
Profit Streak | 0 | 154.6295 | 0 | 0 | 154.6295 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401924 | 347319 | -159424 | -217446 | -400123 | -126489 |
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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