Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194479.248 | 2166854.646 | 27624.602 | 225786.0823 | -572499.5655 | 798285.6477 |
Total P&L (%) | 2194.4792 | 2166.8546 | 27.6246 | 225.7861 | -572.4996 | 798.2856 |
Avg Daily Profit (%) | 1.0538 | 1.0405 | 0.0133 | 0.0567 | 0 | 0.1055 |
Buy And Hold Return (%) | 101.0526 | 101.0526 | 101.0526 | 101.0526 | 101.0526 | 101.0526 |
Max Trade Drawdown | -187233 | -219248 | -46029 | -3831909 | -4333651 | -305339 |
Profit Factor | 4.0602 | 4.6652 | 1.2194 | 1.0298 | 0.9137 | 1.8471 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 43.4343 | 36.7347 | 50 | 43.4343 | 36.7347 | 50 |
Ratio Avg Win / Avg Loss | 5.2877 | 8.0345 | 1.2194 | 1.3411 | 1.5736 | 1.8471 |
Largest Winning Trade | 1977877 | 1977877 | 21127 | 2201740 | 2201740 | 358039 |
Largest Losing Trade | -65487 | -65487 | -29105 | -1479048 | -1479048 | -212215 |
Avg Bars in Trades | 245 | 477 | 18 | 245 | 477 | 18 |
Avg Bars in Winners | 309 | 713 | 18 | 309 | 713 | 18 |
Avg Bars in Losers | 196 | 340 | 17 | 196 | 340 | 17 |
Bars Traded | 24296 | 23393 | 902 | 24296 | 23393 | 902 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655284 | 571022 | -521083 | -312525 | -583062 | -228031 |
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{ "first_band": { "type": "midprice", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 63, "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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