Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65512.9166 | 53702.1034 | 11810.8132 | 86904.0547 | 75098.5869 | 11805.4678 |
Total P&L (%) | 65.5129 | 53.7021 | 11.8108 | 86.9041 | 75.0986 | 11.8055 |
Avg Daily Profit (%) | 1.2579 | 1.0311 | 0.2268 | 1.2081 | 1.0814 | 0.2145 |
Buy And Hold Return (%) | 42.4096 | 42.4096 | 42.4096 | 42.4096 | 42.4096 | 42.4096 |
Max Trade Drawdown | -4194 | -4216 | -6547 | -5702 | -5883 | -7210 |
Profit Factor | 3.4453 | 5.219 | 1.8399 | 3.6666 | 5.955 | 1.6771 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 59.6774 | 64.5161 | 54.8387 | 59.6774 | 64.5161 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.3279 | 2.8704 | 1.5152 | 2.4774 | 3.2752 | 1.3812 |
Largest Winning Trade | 11394 | 11394 | 9943 | 15916 | 15916 | 9932 |
Largest Losing Trade | -3974 | -3974 | -2677 | -5558 | -5558 | -2999 |
Avg Bars in Trades | 385 | 624 | 146 | 385 | 624 | 146 |
Avg Bars in Winners | 432 | 638 | 190 | 432 | 638 | 190 |
Avg Bars in Losers | 315 | 598 | 93 | 315 | 598 | 93 |
Bars Traded | 23898 | 19358 | 4540 | 23898 | 19358 | 4540 |
Profit Streak | 0.6805 | 17.5159 | 0 | 0.6805 | 17.5159 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152485 | -60300 | -155628 | -149216 | 522944 | -157158 |
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "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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