Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422261.4382 | 359002.2542 | 63259.184 | 98548.5692 | -325851.7061 | 424400.2753 |
Total P&L (%) | 422.2614 | 359.0023 | 63.2592 | 98.5486 | -325.8517 | 424.4003 |
Avg Daily Profit (%) | 0.2238 | 0.1903 | 0.0335 | 0.0364 | 0 | 0.0879 |
Buy And Hold Return (%) | 13.1671 | 13.1671 | 13.1671 | 13.1671 | 13.1671 | 13.1671 |
Max Trade Drawdown | -217469 | -174370 | -59419 | -2425374 | -2063692 | -453672 |
Profit Factor | 1.4426 | 1.5286 | 1.23 | 1.0167 | 0.9246 | 1.2705 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 44.0594 | 41.5842 | 46.5347 | 44.0594 | 41.5842 | 46.5347 |
Ratio Avg Win / Avg Loss | 1.8316 | 2.1474 | 1.4132 | 1.2909 | 1.2988 | 1.4598 |
Largest Winning Trade | 217051 | 217051 | 32814 | 538036 | 538036 | 164942 |
Largest Losing Trade | -42300 | -42300 | -29061 | -697778 | -697778 | -252958 |
Avg Bars in Trades | 54 | 96 | 12 | 54 | 96 | 12 |
Avg Bars in Winners | 67 | 126 | 13 | 67 | 126 | 13 |
Avg Bars in Losers | 44 | 74 | 11 | 44 | 74 | 11 |
Bars Traded | 11012 | 9738 | 1274 | 11012 | 9738 | 1274 |
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 | 310974 | 236606 | -151305 | -347703 | -582669 | -77097 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "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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