Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1342260.2451 | -60082.9829 | -1282177.2621 | -1096091.153 | -5892900.3909 | 4796809.238 |
Total P&L (%) | -1342.2602 | -60.083 | -1282.1773 | -1096.0912 | -5892.9004 | 4796.8092 |
Avg Daily Profit (%) | -0.7362 | -0.033 | -0.7032 | 0 | 0 | 0.2136 |
Buy And Hold Return (%) | 807.9445 | 807.9445 | 807.9445 | 807.9445 | 807.9445 | 807.9445 |
Max Trade Drawdown | -1423583 | -177776 | -802108 | -11078078 | -8273314 | -2924849 |
Profit Factor | 0.2808 | 0.8128 | 0.1704 | 0.9324 | 0.4687 | 1.9376 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 17 | 20 | 30 | 15 | 15 |
Losing Trades | 32 | 18 | 14 | 39 | 20 | 19 |
Profitability (%) | 53.6232 | 48.5714 | 58.8235 | 43.4783 | 42.8571 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.2429 | 0.8606 | 0.1192 | 1.2121 | 0.625 | 2.4543 |
Largest Winning Trade | 43307 | 38098 | 43307 | 5635976 | 1567759 | 5635976 |
Largest Losing Trade | -600460 | -54549 | -600460 | -2635102 | -2635102 | -1522005 |
Avg Bars in Trades | 72 | 45 | 100 | 72 | 45 | 100 |
Avg Bars in Winners | 55 | 27 | 80 | 66 | 29 | 103 |
Avg Bars in Losers | 91 | 62 | 129 | 77 | 56 | 98 |
Bars Traded | 4995 | 1578 | 3417 | 4995 | 1578 | 3417 |
Profit Streak | 187.5159 | 187.5159 | 244.8493 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684869 | -579985 | -578251 | -687925 | -583565 | 317544 |
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{ "first_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "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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