Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509459.5213 | 451501.5075 | 57958.0139 | 662700.5437 | 594793.5106 | 67907.0331 |
Total P&L (%) | 509.4595 | 451.5015 | 57.958 | 662.7005 | 594.7935 | 67.907 |
Avg Daily Profit (%) | 0.271 | 0.2402 | 0.0308 | 0.1081 | 0.1032 | 0.0276 |
Buy And Hold Return (%) | 198.4532 | 198.4532 | 198.4532 | 198.4532 | 198.4532 | 198.4532 |
Max Trade Drawdown | -136044 | -118727 | -46857 | -445262 | -295949 | -402695 |
Profit Factor | 1.8944 | 2.3554 | 1.2451 | 1.2818 | 1.469 | 1.0627 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 51.938 | 42.1875 | 61.5385 | 51.938 | 42.1875 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.753 | 3.2277 | 0.7782 | 1.1861 | 2.013 | 0.6642 |
Largest Winning Trade | 317823 | 317823 | 21206 | 246812 | 246812 | 151629 |
Largest Losing Trade | -31658 | -25310 | -31658 | -187982 | -175791 | -187982 |
Avg Bars in Trades | 85 | 127 | 43 | 85 | 127 | 43 |
Avg Bars in Winners | 103 | 193 | 43 | 103 | 193 | 43 |
Avg Bars in Losers | 65 | 79 | 44 | 65 | 79 | 44 |
Bars Traded | 11002 | 8151 | 2851 | 11002 | 8151 | 2851 |
Profit Streak | 45.9519 | 0 | 59.2852 | 45.9519 | 0 | 59.2852 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356249 | -135100 | -448597 | -49881 | -198198 | -604275 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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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