Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76169.2797 | 25137.0586 | 51032.2211 | 49402.973 | 53838.2858 | -4435.3127 |
Total P&L (%) | 76.1693 | 25.1371 | 51.0322 | 49.403 | 53.8383 | -4.4353 |
Avg Daily Profit (%) | 0.2925 | 0.0965 | 0.196 | 0.1543 | 0.1655 | -0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96048 | -25115 | -80231 | -263385 | -65093 | -221960 |
Profit Factor | 1.2914 | 1.365 | 1.2651 | 1.0801 | 1.3601 | 0.9905 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 55.4688 | 53.125 | 57.8125 | 55.4688 | 53.125 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.0368 | 1.2044 | 0.9232 | 0.8671 | 1.2001 | 0.7228 |
Largest Winning Trade | 21908 | 17788 | 21908 | 47838 | 46146 | 47838 |
Largest Losing Trade | -33726 | -7299 | -33726 | -90819 | -28565 | -90819 |
Avg Bars in Trades | 193 | 80 | 306 | 193 | 80 | 306 |
Avg Bars in Winners | 162 | 82 | 235 | 162 | 82 | 235 |
Avg Bars in Losers | 231 | 77 | 403 | 231 | 77 | 403 |
Bars Traded | 24754 | 5127 | 19627 | 24754 | 5127 | 19627 |
Profit Streak | 5.3472 | 5.618 | 5.3472 | 5.3472 | 5.618 | 5.3472 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349098 | -205744 | -134327 | -127018 | -131875 | -719631 |
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{ "first_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 100, "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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