Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332677.4345 | 412514.6023 | -79837.1678 | -55225.8112 | 74204.2626 | -129430.0738 |
Total P&L (%) | 332.6774 | 412.5146 | -79.8372 | -55.2258 | 74.2043 | -129.4301 |
Avg Daily Profit (%) | 0.1787 | 0.2216 | -0.0429 | -0.0432 | 0.0298 | 0 |
Buy And Hold Return (%) | 128.164 | 128.164 | 128.164 | 128.164 | 128.164 | 128.164 |
Max Trade Drawdown | -154180 | -116164 | -110867 | -2752326 | -2337721 | -706060 |
Profit Factor | 1.522 | 1.9867 | 0.6357 | 0.9907 | 1.0159 | 0.8995 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 60.4396 | 68.8889 | 52.1739 | 60.4396 | 68.8889 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.9962 | 0.8972 | 0.5827 | 0.6485 | 0.4588 | 0.8246 |
Largest Winning Trade | 122196 | 122196 | 17698 | 642033 | 642033 | 320362 |
Largest Losing Trade | -80297 | -80297 | -55569 | -1742383 | -1742383 | -350689 |
Avg Bars in Trades | 112 | 210 | 17 | 112 | 210 | 17 |
Avg Bars in Winners | 65 | 109 | 8 | 65 | 109 | 8 |
Avg Bars in Losers | 186 | 434 | 27 | 186 | 434 | 27 |
Bars Traded | 10280 | 9469 | 811 | 10280 | 9469 | 811 |
Profit Streak | 84.7795 | 86.6128 | 84.7795 | 84.7795 | 86.6128 | 84.7795 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 226805 | 322506 | -579586 | -578220 | -520455 | -579586 |
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 129, "offset": 36 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 129, "offset": 36 } } }
# | 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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