Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324164.1405 | 323920.4357 | 243.7047 | -978.0212 | 53834.2584 | -54812.2796 |
Total P&L (%) | 324.1641 | 323.9204 | 0.2437 | -0.978 | 53.8343 | -54.8123 |
Avg Daily Profit (%) | 0.3112 | 0.311 | 0.0002 | -0.0009 | 0.0414 | -0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115945 | -109693 | -49953 | -377524 | -314382 | -127205 |
Profit Factor | 1.4426 | 1.7837 | 1.0008 | 0.9994 | 1.058 | 0.9209 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 41.7355 | 41.3223 | 42.1488 | 41.7355 | 41.3223 | 42.1488 |
Ratio Avg Win / Avg Loss | 2.0139 | 2.5329 | 1.3736 | 1.3952 | 1.5024 | 1.264 |
Largest Winning Trade | 388863 | 388863 | 24514 | 378982 | 378982 | 46988 |
Largest Losing Trade | -22349 | -22349 | -17677 | -65199 | -65199 | -43501 |
Avg Bars in Trades | 101 | 146 | 56 | 101 | 146 | 56 |
Avg Bars in Winners | 132 | 203 | 63 | 132 | 203 | 63 |
Avg Bars in Losers | 78 | 106 | 51 | 78 | 106 | 51 |
Bars Traded | 24526 | 17728 | 6798 | 24526 | 17728 | 6798 |
Profit Streak | 0 | 15.5428 | 0 | 0 | 15.5428 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312839 | 321351 | -581244 | -581059 | -297342 | -582397 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "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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