Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108994.5182 | 21095.1498 | 87899.3684 | 124511.0092 | 37655.2575 | 86855.7517 |
Total P&L (%) | 108.9945 | 21.0952 | 87.8994 | 124.511 | 37.6553 | 86.8558 |
Avg Daily Profit (%) | 0.4185 | 0.081 | 0.3375 | 0.311 | 0.1228 | 0.2403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59641 | -9235 | -51492 | -180849 | -27605 | -155991 |
Profit Factor | 1.6064 | 1.4251 | 1.6755 | 1.245 | 1.3025 | 1.2263 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 63.3028 | 58.1818 | 68.5185 | 63.3028 | 58.1818 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.9312 | 1.0243 | 0.7698 | 0.7217 | 0.9361 | 0.5635 |
Largest Winning Trade | 23952 | 10258 | 23952 | 50182 | 30937 | 50182 |
Largest Losing Trade | -28099 | -6604 | -28099 | -86402 | -16894 | -86402 |
Avg Bars in Trades | 214 | 22 | 410 | 214 | 22 | 410 |
Avg Bars in Winners | 180 | 21 | 318 | 180 | 21 | 318 |
Avg Bars in Losers | 273 | 24 | 610 | 273 | 24 | 610 |
Bars Traded | 23407 | 1239 | 22168 | 23407 | 1239 | 22168 |
Profit Streak | 12.9742 | 12.9742 | 20.7763 | 12.9742 | 12.9742 | 20.7763 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412240 | -269614 | -168800 | 300620 | -212584 | -172060 |
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{ "first_band": { "type": "dcu", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 77, "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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