Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24546.7082 | 27593.7617 | -3047.0536 | 19436.9981 | 30243.4826 | -10806.4845 |
Total P&L (%) | 24.5467 | 27.5938 | -3.0471 | 19.437 | 30.2435 | -10.8065 |
Avg Daily Profit (%) | 0.2828 | 0.3179 | -0.0351 | 0.2048 | 0.3048 | -0.1317 |
Buy And Hold Return (%) | 14.4281 | 14.4281 | 14.4281 | 14.4281 | 14.4281 | 14.4281 |
Max Trade Drawdown | -26409 | -6562 | -32629 | -32930 | -7636 | -39327 |
Profit Factor | 1.3002 | 3.0401 | 0.9554 | 1.2052 | 2.9822 | 0.864 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Losing Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Profitability (%) | 55.3846 | 66.6667 | 43.75 | 55.3846 | 66.6667 | 43.75 |
Ratio Avg Win / Avg Loss | 1.0474 | 1.5201 | 1.2283 | 0.9708 | 1.4911 | 1.1109 |
Largest Winning Trade | 15561 | 6958 | 15561 | 14907 | 7857 | 14907 |
Largest Losing Trade | -19338 | -2729 | -19338 | -23866 | -3057 | -23866 |
Avg Bars in Trades | 372 | 225 | 523 | 372 | 225 | 523 |
Avg Bars in Winners | 475 | 279 | 782 | 475 | 279 | 782 |
Avg Bars in Losers | 244 | 117 | 322 | 244 | 117 | 322 |
Bars Traded | 24198 | 7441 | 16757 | 24198 | 7441 | 16757 |
Profit Streak | 4.1359 | 6.6081 | 4.1359 | 4.1359 | 6.6081 | 4.1359 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136909 | 324218 | -583614 | -188714 | 320265 | -583614 |
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{ "first_band": { "type": "dcu", "factors": { "length": 71, "offset": 241 } }, "second_band": { "type": "midprice", "factors": { "length": 165, "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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