Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70904.7775 | 9551.6799 | 61353.0976 | 70563.2578 | 8129.8414 | 62433.4164 |
Total P&L (%) | 70.9048 | 9.5517 | 61.3531 | 70.5633 | 8.1298 | 62.4334 |
Avg Daily Profit (%) | 0.2723 | 0.0367 | 0.2356 | 0.2052 | 0.03 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46281 | -19827 | -35083 | -68057 | -25828 | -50434 |
Profit Factor | 1.3367 | 1.1446 | 1.4245 | 1.251 | 1.0929 | 1.3224 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 55.6291 | 55.2632 | 56 | 55.6291 | 55.2632 | 56 |
Ratio Avg Win / Avg Loss | 1.0662 | 0.9266 | 1.1192 | 0.9978 | 0.8847 | 1.039 |
Largest Winning Trade | 24351 | 6897 | 24351 | 22782 | 9756 | 22782 |
Largest Losing Trade | -15106 | -5886 | -15106 | -19068 | -7957 | -19068 |
Avg Bars in Trades | 157 | 39 | 277 | 157 | 39 | 277 |
Avg Bars in Winners | 197 | 54 | 340 | 197 | 54 | 340 |
Avg Bars in Losers | 106 | 20 | 196 | 106 | 20 | 196 |
Bars Traded | 23777 | 2985 | 20793 | 23777 | 2985 | 20793 |
Profit Streak | 0 | 0 | 22.8245 | 0 | 0 | 22.8245 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312206 | -422707 | -48065 | 212723 | -488428 | -49037 |
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } } }
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# | 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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