Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1781029.2241 | 1686975.2464 | 94053.9777 | -86771.55 | -34857.2901 | -51914.2599 |
Total P&L (%) | 1781.0292 | 1686.9752 | 94.054 | -86.7716 | -34.8573 | -51.9143 |
Avg Daily Profit (%) | 0.7558 | 0.7159 | 0.0399 | -0.0858 | -0.0182 | -0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111143 | -86120 | -119698 | -192101 | -52128 | -169996 |
Profit Factor | 3.4938 | 6.8808 | 1.2201 | 0.798 | 0.7722 | 0.8123 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 43.8202 | 47.7273 | 40 | 43.8202 | 47.7273 | 40 |
Ratio Avg Win / Avg Loss | 4.4793 | 7.5361 | 1.8302 | 1.0231 | 0.8457 | 1.2185 |
Largest Winning Trade | 1626392 | 1626392 | 68053 | 63694 | 39034 | 63694 |
Largest Losing Trade | -99533 | -33976 | -99533 | -169707 | -43874 | -169707 |
Avg Bars in Trades | 102 | 112 | 92 | 102 | 112 | 92 |
Avg Bars in Winners | 149 | 142 | 157 | 149 | 142 | 157 |
Avg Bars in Losers | 65 | 85 | 48 | 65 | 85 | 48 |
Bars Traded | 9112 | 4960 | 4152 | 9112 | 4960 | 4152 |
Profit Streak | 51.5658 | 51.8158 | 51.5658 | 51.5658 | 51.8158 | 51.5658 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 658570 | 745689 | -142141 | -580288 | -581039 | -582370 |
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{ "first_band": { "type": "midprice", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "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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