Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229504.342 | 217543.7275 | 11960.6145 | 47341.0199 | 49513.9905 | -2172.9706 |
Total P&L (%) | 229.5043 | 217.5437 | 11.9606 | 47.341 | 49.514 | -2.173 |
Avg Daily Profit (%) | 0.2203 | 0.2088 | 0.0115 | 0.0372 | 0.0386 | -0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85905 | -86944 | -12742 | -164463 | -147649 | -29784 |
Profit Factor | 1.6679 | 1.7341 | 1.2529 | 1.0979 | 1.1198 | 0.969 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 43.5294 | 33.3333 | 53.4884 | 43.5294 | 33.3333 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.1637 | 3.4682 | 1.0894 | 1.4243 | 2.2395 | 0.8426 |
Largest Winning Trade | 222547 | 222547 | 9590 | 187828 | 187828 | 11385 |
Largest Losing Trade | -39409 | -39409 | -8810 | -88419 | -88419 | -23983 |
Avg Bars in Trades | 285 | 554 | 22 | 285 | 554 | 22 |
Avg Bars in Winners | 340 | 855 | 26 | 340 | 855 | 26 |
Avg Bars in Losers | 243 | 404 | 18 | 243 | 404 | 18 |
Bars Traded | 24276 | 23297 | 979 | 24276 | 23297 | 979 |
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 | 311934 | 163640 | -281701 | -259855 | -236811 | -579997 |
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{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 87, "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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