Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3057656.8908 | 2954696.5159 | 102960.3749 | 60638398.4132 | 61908372.047 | -1269973.6338 |
Total P&L (%) | 3057.6569 | 2954.6965 | 102.9604 | 60638.3984 | 61908.372 | -1269.9736 |
Avg Daily Profit (%) | 1.6366 | 1.5815 | 0.0551 | 0.3436 | 0.3448 | 0 |
Buy And Hold Return (%) | 6986.3321 | 6986.3321 | 6986.3321 | 6986.3321 | 6986.3321 | 6986.3321 |
Max Trade Drawdown | -112555 | -128339 | -44304 | -22614794 | -11412682 | -27002835 |
Profit Factor | 8.6344 | 13.6676 | 1.6156 | 1.8442 | 3.0928 | 0.9699 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 46.5517 | 41.3793 | 51.7241 | 46.5517 | 41.3793 | 51.7241 |
Ratio Avg Win / Avg Loss | 9.9136 | 19.3624 | 1.5079 | 2.1174 | 4.3814 | 0.9053 |
Largest Winning Trade | 1746745 | 1746745 | 46239 | 46538662 | 46538662 | 16528348 |
Largest Losing Trade | -61748 | -61748 | -27576 | -22614794 | -11412682 | -22614794 |
Avg Bars in Trades | 117 | 178 | 55 | 117 | 178 | 55 |
Avg Bars in Winners | 179 | 317 | 68 | 179 | 317 | 68 |
Avg Bars in Losers | 62 | 79 | 42 | 62 | 79 | 42 |
Bars Traded | 6786 | 5163 | 1623 | 6786 | 5163 | 1623 |
Profit Streak | 0 | 168.4838 | 0 | 0 | 168.4838 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324198 | -145845 | -281876 | -168075 | 458781 | -580609 |
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{ "first_band": { "type": "midprice", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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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