Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154361.5619 | 137786.6369 | 16574.925 | 83414.8029 | 115838.92 | -32424.1171 |
Total P&L (%) | 154.3616 | 137.7866 | 16.5749 | 83.4148 | 115.8389 | -32.4241 |
Avg Daily Profit (%) | 0.2964 | 0.2646 | 0.0318 | 0.1165 | 0.1478 | -0.0752 |
Buy And Hold Return (%) | 23.6625 | 23.6625 | 23.6625 | 23.6625 | 23.6625 | 23.6625 |
Max Trade Drawdown | -99570 | -85986 | -35450 | -221956 | -178501 | -76844 |
Profit Factor | 1.3192 | 1.4794 | 1.0845 | 1.1084 | 1.2553 | 0.8972 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 45.9227 | 46.5517 | 45.2991 | 45.9227 | 46.5517 | 45.2991 |
Ratio Avg Win / Avg Loss | 1.5535 | 1.6986 | 1.3096 | 1.3053 | 1.4413 | 1.0835 |
Largest Winning Trade | 132535 | 132535 | 18617 | 172397 | 172397 | 21040 |
Largest Losing Trade | -27097 | -27097 | -10026 | -56332 | -56332 | -24276 |
Avg Bars in Trades | 103 | 173 | 33 | 103 | 173 | 33 |
Avg Bars in Winners | 128 | 223 | 31 | 128 | 223 | 31 |
Avg Bars in Losers | 81 | 129 | 35 | 81 | 129 | 35 |
Bars Traded | 24058 | 20126 | 3932 | 24058 | 20126 | 3932 |
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 | 306157 | 270862 | -446377 | -142252 | 18960 | -581751 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 43, "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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