Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318319.2679 | 277147.8026 | 41171.4654 | 104669.3257 | 13785.3075 | 90884.0181 |
Total P&L (%) | 318.3193 | 277.1478 | 41.1715 | 104.6693 | 13.7853 | 90.884 |
Avg Daily Profit (%) | 0.3056 | 0.2661 | 0.0395 | 0.0688 | 0.0124 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99225 | -86008 | -35432 | -343127 | -323160 | -117544 |
Profit Factor | 1.6791 | 1.8173 | 1.3176 | 1.0686 | 1.0123 | 1.2226 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 45.3988 | 41.9753 | 48.7805 | 45.3988 | 41.9753 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.0195 | 2.5122 | 1.3835 | 1.2852 | 1.3994 | 1.2837 |
Largest Winning Trade | 322479 | 322479 | 12215 | 306363 | 306363 | 40390 |
Largest Losing Trade | -32574 | -32574 | -12079 | -154566 | -154566 | -34011 |
Avg Bars in Trades | 146 | 250 | 43 | 146 | 250 | 43 |
Avg Bars in Winners | 190 | 356 | 48 | 190 | 356 | 48 |
Avg Bars in Losers | 110 | 173 | 39 | 110 | 173 | 39 |
Bars Traded | 23900 | 20309 | 3590 | 23900 | 20309 | 3590 |
Profit Streak | 28.9818 | 0 | 34.4818 | 28.9818 | 0 | 34.4818 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407140 | -3445 | -146421 | -246590 | -446332 | -114804 |
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{ "first_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 70, "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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