Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353642.4512 | 318396.34 | 35246.1113 | 69845.134 | 1555.9647 | 68289.1693 |
Total P&L (%) | 353.6425 | 318.3963 | 35.2461 | 69.8451 | 1.556 | 68.2892 |
Avg Daily Profit (%) | 0.3395 | 0.3057 | 0.0338 | 0.0509 | 0.0015 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89106 | -99067 | -20718 | -312522 | -360679 | -47557 |
Profit Factor | 1.7261 | 1.8177 | 1.361 | 1.0576 | 1.0016 | 1.2885 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 46.7456 | 40.4762 | 52.9412 | 46.7456 | 40.4762 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9665 | 2.6731 | 1.2097 | 1.2048 | 1.4729 | 1.1453 |
Largest Winning Trade | 376789 | 376789 | 10559 | 262358 | 262358 | 36735 |
Largest Losing Trade | -30769 | -30769 | -11697 | -100339 | -100339 | -38833 |
Avg Bars in Trades | 145 | 274 | 16 | 145 | 274 | 16 |
Avg Bars in Winners | 151 | 328 | 16 | 151 | 328 | 16 |
Avg Bars in Losers | 139 | 238 | 16 | 139 | 238 | 16 |
Bars Traded | 24515 | 23080 | 1435 | 24515 | 23080 | 1435 |
Profit Streak | 5.2527 | 0 | 32.0027 | 5.2527 | 0 | 32.0027 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446989 | 285823 | -148092 | -281842 | -579414 | -124477 |
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{ "first_band": { "type": "midprice", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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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