Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53412.6067 | 35656.117 | 17756.4896 | 42497.5729 | 35586.8619 | 6910.711 |
Total P&L (%) | 53.4126 | 35.6561 | 17.7565 | 42.4976 | 35.5869 | 6.9107 |
Avg Daily Profit (%) | 0.3845 | 0.2567 | 0.1278 | 0.2553 | 0.2194 | 0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37461 | -20371 | -43377 | -49531 | -28099 | -62741 |
Profit Factor | 1.3558 | 1.7903 | 1.1691 | 1.2221 | 1.6074 | 1.052 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 70.4545 | 72.7273 | 68.1818 | 70.4545 | 72.7273 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.5686 | 0.6714 | 0.5456 | 0.5125 | 0.6028 | 0.491 |
Largest Winning Trade | 11774 | 7755 | 11774 | 12257 | 10256 | 12257 |
Largest Losing Trade | -29211 | -15416 | -29211 | -37135 | -20883 | -37135 |
Avg Bars in Trades | 147 | 86 | 209 | 147 | 86 | 209 |
Avg Bars in Winners | 85 | 56 | 115 | 85 | 56 | 115 |
Avg Bars in Losers | 297 | 165 | 411 | 297 | 165 | 411 |
Bars Traded | 13020 | 3805 | 9215 | 13020 | 3805 | 9215 |
Profit Streak | 141.5515 | 142.7598 | 141.5515 | 141.5515 | 142.7598 | 141.5515 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345059 | 312828 | -65700 | 243668 | 288425 | -458162 |
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{ "first_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 181, "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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