Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226379.1711 | 1176288.8684 | 50090.3027 | 1783294.2749 | 460182.4074 | 1323111.8675 |
Total P&L (%) | 1226.3792 | 1176.2889 | 50.0903 | 1783.2943 | 460.1824 | 1323.1119 |
Avg Daily Profit (%) | 0.6763 | 0.6486 | 0.0276 | 0.162 | 0.0951 | 0.1465 |
Buy And Hold Return (%) | 500.032 | 500.032 | 500.032 | 500.032 | 500.032 | 500.032 |
Max Trade Drawdown | -139714 | -161167 | -31078 | -4741785 | -5197520 | -950805 |
Profit Factor | 2.5068 | 2.7977 | 1.314 | 1.0794 | 1.0246 | 1.3546 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 106 | 44 | 62 | 106 | 44 | 62 |
Losing Trades | 131 | 74 | 57 | 131 | 74 | 57 |
Profitability (%) | 44.7257 | 37.2881 | 52.1008 | 44.7257 | 37.2881 | 52.1008 |
Ratio Avg Win / Avg Loss | 3.098 | 4.7052 | 1.208 | 1.334 | 1.7232 | 1.2454 |
Largest Winning Trade | 563889 | 563889 | 32963 | 2756414 | 2756414 | 505630 |
Largest Losing Trade | -35488 | -35488 | -8565 | -1445175 | -1445175 | -266879 |
Avg Bars in Trades | 89 | 169 | 9 | 89 | 169 | 9 |
Avg Bars in Winners | 118 | 268 | 11 | 118 | 268 | 11 |
Avg Bars in Losers | 65 | 110 | 7 | 65 | 110 | 7 |
Bars Traded | 21119 | 19973 | 1146 | 21119 | 19973 | 1146 |
Profit Streak | 0 | 38.2841 | 0 | 0 | 38.2841 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439345 | 305166 | -321274 | -128852 | -428405 | 10509 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "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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