Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237918.1502 | 201591.0297 | 36327.1206 | 207354.4474 | 326333.0298 | -118978.5825 |
Total P&L (%) | 237.9182 | 201.591 | 36.3271 | 207.3544 | 326.333 | -118.9786 |
Avg Daily Profit (%) | 0.1959 | 0.166 | 0.0299 | 0.0925 | 0.1195 | 0 |
Buy And Hold Return (%) | 28.1262 | 28.1262 | 28.1262 | 28.1262 | 28.1262 | 28.1262 |
Max Trade Drawdown | -66367 | -31543 | -93620 | -296860 | -122224 | -366301 |
Profit Factor | 1.8384 | 3.2944 | 1.1854 | 1.1974 | 2.0481 | 0.8391 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 46.875 | 38.7097 | 42.8571 | 46.875 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.4512 | 3.7337 | 1.8769 | 1.5965 | 2.3211 | 1.3285 |
Largest Winning Trade | 104926 | 104926 | 62735 | 214001 | 214001 | 172640 |
Largest Losing Trade | -27346 | -14611 | -27346 | -117560 | -46548 | -117560 |
Avg Bars in Trades | 55 | 17 | 93 | 55 | 17 | 93 |
Avg Bars in Winners | 96 | 27 | 181 | 96 | 27 | 181 |
Avg Bars in Losers | 24 | 9 | 38 | 24 | 9 | 38 |
Bars Traded | 3477 | 572 | 2905 | 3477 | 572 | 2905 |
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 | -142980 | 455722 | -247865 | -225834 | -30572 | -583541 |
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{ "first_band": { "type": "dcu", "factors": { "length": 60, "offset": 34 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 60, "offset": 34 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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