Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796628.3581 | 1782976.3503 | 13652.0078 | 709488.9389 | 625662.1267 | 83826.8123 |
Total P&L (%) | 1796.6284 | 1782.9764 | 13.652 | 709.4889 | 625.6621 | 83.8268 |
Avg Daily Profit (%) | 0.9854 | 0.9779 | 0.0075 | 0.1148 | 0.1088 | 0.0334 |
Buy And Hold Return (%) | 767.4869 | 767.4869 | 767.4869 | 767.4869 | 767.4869 | 767.4869 |
Max Trade Drawdown | -136053 | -118643 | -33950 | -1219677 | -1198706 | -268867 |
Profit Factor | 3.6017 | 4.2998 | 1.0909 | 1.139 | 1.1535 | 1.0815 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 49.5575 | 42.8571 | 56.1404 | 49.5575 | 42.8571 | 56.1404 |
Ratio Avg Win / Avg Loss | 3.666 | 5.7331 | 0.8522 | 1.1593 | 1.5379 | 0.8449 |
Largest Winning Trade | 1033773 | 1033773 | 19324 | 1249332 | 1249332 | 147896 |
Largest Losing Trade | -53089 | -53089 | -26658 | -611828 | -611828 | -158261 |
Avg Bars in Trades | 93 | 175 | 13 | 93 | 175 | 13 |
Avg Bars in Winners | 107 | 230 | 14 | 107 | 230 | 14 |
Avg Bars in Losers | 81 | 135 | 11 | 81 | 135 | 11 |
Bars Traded | 10618 | 9850 | 768 | 10618 | 9850 | 768 |
Profit Streak | 0 | 87.8449 | 0 | 0 | 87.8449 | 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 | 561903 | -166407 | -649824 | -272687 | -446041 | -625561 |
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{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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