Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -130257.3954 | 120079.1246 | -250336.52 | 7230260.3211 | 2299720.7481 | 4930539.573 |
Total P&L (%) | -130.2574 | 120.0791 | -250.3365 | 7230.2603 | 2299.7207 | 4930.5396 |
Avg Daily Profit (%) | -0.0603 | 0.0556 | -0.1158 | 0.1989 | 0.1471 | 0.1814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -574778 | -41206 | -563408 | -2787306 | -1438312 | -2787306 |
Profit Factor | 0.8676 | 1.6512 | 0.6869 | 1.6176 | 1.5439 | 1.6592 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 68 | 32 | 36 | 66 | 32 | 34 |
Losing Trades | 39 | 22 | 17 | 41 | 22 | 19 |
Profitability (%) | 63.5514 | 59.2593 | 67.9245 | 61.6822 | 59.2593 | 64.1509 |
Ratio Avg Win / Avg Loss | 0.4976 | 1.1352 | 0.3244 | 1.0049 | 1.0614 | 0.9272 |
Largest Winning Trade | 40699 | 36831 | 40699 | 927017 | 833187 | 927017 |
Largest Losing Trade | -409330 | -26353 | -409330 | -2787306 | -938572 | -2787306 |
Avg Bars in Trades | 118 | 65 | 172 | 118 | 65 | 172 |
Avg Bars in Winners | 96 | 55 | 133 | 107 | 59 | 152 |
Avg Bars in Losers | 156 | 79 | 256 | 136 | 74 | 208 |
Bars Traded | 12704 | 3543 | 9161 | 12704 | 3543 | 9161 |
Profit Streak | 0 | 0 | 36.421 | 0 | 0 | 36.421 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578736 | -295573 | -757519 | 424015 | -173493 | -168986 |
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{ "first_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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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