Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277043.3443 | 344429.4569 | -67386.1127 | -80203.8426 | 158070.8124 | -238274.655 |
Total P&L (%) | 277.0433 | 344.4295 | -67.3861 | -80.2038 | 158.0708 | -238.2747 |
Avg Daily Profit (%) | 0.1459 | 0.1813 | -0.0355 | -0.0852 | 0.0499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -321100 | -199475 | -136088 | -501531 | -170705 | -334765 |
Profit Factor | 1.4015 | 1.8405 | 0.7595 | 0.8933 | 1.4455 | 0.4 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 48.3146 | 45.4545 | 51.1111 | 48.3146 | 45.4545 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4993 | 2.2086 | 0.7265 | 0.9557 | 1.7346 | 0.3826 |
Largest Winning Trade | 400592 | 400592 | 35741 | 243329 | 243329 | 61664 |
Largest Losing Trade | -44702 | -44702 | -39212 | -186558 | -107268 | -186558 |
Avg Bars in Trades | 61 | 94 | 28 | 61 | 94 | 28 |
Avg Bars in Winners | 65 | 107 | 29 | 65 | 107 | 29 |
Avg Bars in Losers | 56 | 82 | 28 | 56 | 82 | 28 |
Bars Traded | 5441 | 4138 | 1303 | 5441 | 4138 | 1303 |
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 | 70762 | 332814 | -580290 | -581195 | -125860 | -580290 |
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{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "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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