Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3059747.5455 | 3090397.5692 | -30650.0238 | 324398.177 | 3677044.6423 | -3352646.4653 |
Total P&L (%) | 3059.7475 | 3090.3976 | -30.65 | 324.3982 | 3677.0446 | -3352.6465 |
Avg Daily Profit (%) | 1.2916 | 1.3045 | -0.0129 | 0.061 | 0.1534 | 0 |
Buy And Hold Return (%) | 844.1687 | 844.1687 | 844.1687 | 844.1687 | 844.1687 | 844.1687 |
Max Trade Drawdown | -331122 | -244505 | -103253 | -6870441 | -3730145 | -3532220 |
Profit Factor | 5.4397 | 7.9826 | 0.8757 | 1.0281 | 1.6441 | 0.4265 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 40 | 35 | 45 | 40 | 35 | 45 |
Ratio Avg Win / Avg Loss | 8.1595 | 14.8247 | 1.0703 | 1.5421 | 3.0534 | 0.5213 |
Largest Winning Trade | 2960196 | 2960196 | 27967 | 6771566 | 6771566 | 895705 |
Largest Losing Trade | -50574 | -50574 | -36622 | -2563702 | -1416586 | -2563702 |
Avg Bars in Trades | 86 | 147 | 26 | 86 | 147 | 26 |
Avg Bars in Winners | 127 | 250 | 31 | 127 | 250 | 31 |
Avg Bars in Losers | 59 | 91 | 21 | 59 | 91 | 21 |
Bars Traded | 6928 | 5880 | 1048 | 6928 | 5880 | 1048 |
Profit Streak | 0 | 172.692 | 0 | 0 | 172.692 | 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 | -8512 | 531790 | -580749 | -493402 | 144377 | -582416 |
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{ "first_band": { "type": "midprice", "factors": { "length": 89, "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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