Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1808613.9638 | 1661788.8881 | 146825.0757 | 13580882.2211 | 18164670.6373 | -4583788.4162 |
Total P&L (%) | 1808.614 | 1661.7889 | 146.8251 | 13580.8822 | 18164.6706 | -4583.7884 |
Avg Daily Profit (%) | 0.994 | 0.9133 | 0.0807 | 0.2707 | 0.2866 | 0 |
Buy And Hold Return (%) | 784.2999 | 784.2999 | 784.2999 | 784.2999 | 784.2999 | 784.2999 |
Max Trade Drawdown | -95871 | -70091 | -47337 | -35215888 | -21077001 | -14207498 |
Profit Factor | 5.7573 | 7.6752 | 2.1189 | 1.2112 | 1.4555 | 0.8122 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.0377 | 6.7158 | 1.854 | 1.0598 | 1.2735 | 0.7107 |
Largest Winning Trade | 943182 | 943182 | 41310 | 33369483 | 33369483 | 5645235 |
Largest Losing Trade | -30877 | -30877 | -24237 | -12686169 | -12686169 | -7394388 |
Avg Bars in Trades | 57 | 89 | 24 | 57 | 89 | 24 |
Avg Bars in Winners | 69 | 109 | 30 | 69 | 109 | 30 |
Avg Bars in Losers | 42 | 68 | 16 | 42 | 68 | 16 |
Bars Traded | 3420 | 2699 | 721 | 3420 | 2699 | 721 |
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 | -156231 | 578895 | -246298 | -164884 | 367080 | -580115 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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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