Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128091.9129 | 54085.2094 | 74006.7035 | 182463.7867 | 130527.6044 | 51936.1823 |
Total P&L (%) | 128.0919 | 54.0852 | 74.0067 | 182.4638 | 130.5276 | 51.9362 |
Avg Daily Profit (%) | 0.4919 | 0.2077 | 0.2842 | 0.3995 | 0.3212 | 0.1608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36897 | -17829 | -35708 | -142131 | -32506 | -138105 |
Profit Factor | 1.9905 | 2.0867 | 1.9303 | 1.4878 | 2.114 | 1.2022 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 55.2239 | 50 | 60.6061 | 55.2239 | 50 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.6139 | 2.0867 | 1.2547 | 1.2064 | 2.114 | 0.7814 |
Largest Winning Trade | 32430 | 22091 | 32430 | 62615 | 62615 | 37743 |
Largest Losing Trade | -29432 | -8642 | -29432 | -119742 | -23065 | -119742 |
Avg Bars in Trades | 336 | 156 | 520 | 336 | 156 | 520 |
Avg Bars in Winners | 251 | 162 | 328 | 251 | 162 | 328 |
Avg Bars in Losers | 440 | 151 | 817 | 440 | 151 | 817 |
Bars Traded | 22518 | 5326 | 17192 | 22518 | 5326 | 17192 |
Profit Streak | 0 | 0 | 25.7674 | 0 | 0 | 25.7674 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107820 | 330500 | 427328 | -111159 | 405530 | 175531 |
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{ "first_band": { "type": "dcu", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "offset": 192 } } }
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# | 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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