Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404820.659 | 470056.601 | -65235.9419 | -87998.169 | 269372.4832 | -357370.6523 |
Total P&L (%) | 404.8207 | 470.0566 | -65.2359 | -87.9982 | 269.3725 | -357.3707 |
Avg Daily Profit (%) | 0.1943 | 0.2256 | -0.0313 | -0.1017 | 0.0627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220862 | -138563 | -106297 | -1543992 | -1336785 | -386793 |
Profit Factor | 1.8046 | 2.3556 | 0.5829 | 0.9665 | 1.1416 | 0.5091 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 55.5556 | 58.0645 | 53.125 | 55.5556 | 58.0645 | 53.125 |
Ratio Avg Win / Avg Loss | 1.4436 | 1.7013 | 0.5143 | 0.7732 | 0.8245 | 0.4492 |
Largest Winning Trade | 406472 | 406472 | 19290 | 979484 | 979484 | 126155 |
Largest Losing Trade | -90404 | -76006 | -90404 | -768786 | -768786 | -194880 |
Avg Bars in Trades | 370 | 713 | 38 | 370 | 713 | 38 |
Avg Bars in Winners | 336 | 640 | 14 | 336 | 640 | 14 |
Avg Bars in Losers | 413 | 815 | 64 | 413 | 815 | 64 |
Bars Traded | 23348 | 22132 | 1216 | 23348 | 22132 | 1216 |
Profit Streak | 165.3305 | 169.7472 | 165.3305 | 165.3305 | 169.7472 | 165.3305 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139428 | 500870 | -579825 | -730090 | -174028 | -579825 |
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{ "first_band": { "type": "dcl", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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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