Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2316264.026 | 2288744.4637 | 27519.5623 | 10686618.9501 | 16442303.6436 | -5755684.6935 |
Total P&L (%) | 2316.264 | 2288.7445 | 27.5196 | 10686.619 | 16442.3036 | -5755.6847 |
Avg Daily Profit (%) | 1.2487 | 1.2338 | 0.0148 | 0.2527 | 0.2758 | 0 |
Buy And Hold Return (%) | 6744.3018 | 6744.3018 | 6744.3018 | 6744.3018 | 6744.3018 | 6744.3018 |
Max Trade Drawdown | -84729 | -132915 | -83844 | -10082344 | -4775209 | -7791671 |
Profit Factor | 4.8353 | 7.9211 | 1.1007 | 1.337 | 2.0765 | 0.6498 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 46.3158 | 48.9362 | 43.75 | 46.3158 | 48.9362 | 43.75 |
Ratio Avg Win / Avg Loss | 5.6045 | 8.2655 | 1.4152 | 1.5497 | 2.1668 | 0.8355 |
Largest Winning Trade | 1448011 | 1448011 | 49060 | 11233186 | 11233186 | 3920700 |
Largest Losing Trade | -51705 | -51705 | -38634 | -3049913 | -2001653 | -3049913 |
Avg Bars in Trades | 73 | 110 | 37 | 73 | 110 | 37 |
Avg Bars in Winners | 103 | 150 | 51 | 103 | 150 | 51 |
Avg Bars in Losers | 47 | 71 | 25 | 47 | 71 | 25 |
Bars Traded | 6966 | 5190 | 1776 | 6966 | 5190 | 1776 |
Profit Streak | 0 | 80.5186 | 0 | 0 | 80.5186 | 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 | -145727 | -143481 | -450888 | -929 | 320017 | -583119 |
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{ "first_band": { "type": "midprice", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "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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