Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673083.7005 | 1591420.8035 | 81662.897 | 576562.1028 | 990139.6118 | -413577.509 |
Total P&L (%) | 1673.0837 | 1591.4208 | 81.6629 | 576.5621 | 990.1396 | -413.5775 |
Avg Daily Profit (%) | 0.7045 | 0.6701 | 0.0344 | 0.0805 | 0.1006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157953 | -112087 | -96562 | -1252601 | -765948 | -857779 |
Profit Factor | 2.9397 | 4.2559 | 1.2185 | 1.1308 | 1.4023 | 0.7874 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.7143 | 38.4615 | 52.8302 | 45.7143 | 38.4615 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.4909 | 6.8095 | 1.0879 | 1.3429 | 2.2436 | 0.703 |
Largest Winning Trade | 1157399 | 1157399 | 73743 | 1312013 | 1312013 | 176975 |
Largest Losing Trade | -53689 | -53689 | -46456 | -667026 | -667026 | -306475 |
Avg Bars in Trades | 130 | 171 | 90 | 130 | 171 | 90 |
Avg Bars in Winners | 193 | 288 | 126 | 193 | 288 | 126 |
Avg Bars in Losers | 77 | 98 | 50 | 77 | 98 | 50 |
Bars Traded | 13740 | 8934 | 4806 | 13740 | 8934 | 4806 |
Profit Streak | 0 | 118.1861 | 0 | 0 | 118.1861 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596738 | -164673 | -327059 | -163007 | -240357 | -760466 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 52, "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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