Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678755.8367 | 1537695.099 | 141060.7377 | 11713340.3747 | 21449771.5515 | -9736431.1768 |
Total P&L (%) | 1678.7558 | 1537.6951 | 141.0607 | 11713.3404 | 21449.7716 | -9736.4312 |
Avg Daily Profit (%) | 0.9244 | 0.8467 | 0.0777 | 0.2631 | 0.2963 | 0 |
Buy And Hold Return (%) | 785.7576 | 785.7576 | 785.7576 | 785.7576 | 785.7576 | 785.7576 |
Max Trade Drawdown | -118978 | -74680 | -77901 | -44343645 | -29115633 | -25073319 |
Profit Factor | 4.9884 | 7.3519 | 1.7888 | 1.1507 | 1.4798 | 0.7053 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.6774 | 61.2903 | 58.0645 | 59.6774 | 61.2903 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.3705 | 4.6433 | 1.2919 | 0.7775 | 0.9346 | 0.5094 |
Largest Winning Trade | 743863 | 743863 | 41278 | 36701395 | 36701395 | 4465748 |
Largest Losing Trade | -45631 | -45631 | -28685 | -19513490 | -19513490 | -6701247 |
Avg Bars in Trades | 110 | 165 | 55 | 110 | 165 | 55 |
Avg Bars in Winners | 128 | 185 | 68 | 128 | 185 | 68 |
Avg Bars in Losers | 82 | 132 | 37 | 82 | 132 | 37 |
Bars Traded | 6839 | 5116 | 1723 | 6839 | 5116 | 1723 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142163 | 575373 | -251727 | -205140 | 352816 | -579772 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "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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