Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388965.7738 | 1536101.0488 | -147135.2751 | -83654.4764 | 490227.7524 | -573882.2288 |
Total P&L (%) | 1388.9658 | 1536.101 | -147.1353 | -83.6545 | 490.2278 | -573.8822 |
Avg Daily Profit (%) | 0.7522 | 0.8319 | -0.0797 | -0.098 | 0.0962 | 0 |
Buy And Hold Return (%) | 190.104 | 190.104 | 190.104 | 190.104 | 190.104 | 190.104 |
Max Trade Drawdown | -248480 | -149967 | -145740 | -1765940 | -1227077 | -563886 |
Profit Factor | 2.0915 | 2.9912 | 0.7064 | 0.9679 | 1.2891 | 0.3717 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 41.0112 | 35.9551 | 46.0674 | 41.0112 | 35.9551 | 46.0674 |
Ratio Avg Win / Avg Loss | 3.0083 | 5.3281 | 0.827 | 1.3922 | 2.2962 | 0.4351 |
Largest Winning Trade | 1325989 | 1325989 | 42250 | 1641516 | 1641516 | 129271 |
Largest Losing Trade | -48859 | -48859 | -43876 | -495917 | -495917 | -176473 |
Avg Bars in Trades | 61 | 96 | 26 | 61 | 96 | 26 |
Avg Bars in Winners | 84 | 153 | 29 | 84 | 153 | 29 |
Avg Bars in Losers | 45 | 63 | 22 | 45 | 63 | 22 |
Bars Traded | 10877 | 8561 | 2316 | 10877 | 8561 | 2316 |
Profit Streak | 0 | 26.6915 | 0 | 0 | 26.6915 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510155 | 492118 | -582345 | -581674 | -72144 | -582345 |
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{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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