Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57570.9217 | 2363.848 | 55207.0737 | 58053.3152 | 1716.8195 | 56336.4957 |
Total P&L (%) | 57.5709 | 2.3638 | 55.2071 | 58.0533 | 1.7168 | 56.3365 |
Avg Daily Profit (%) | 0.2211 | 0.0091 | 0.212 | 0.1759 | 0.0065 | 0.1717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29865 | -10639 | -30816 | -43719 | -13964 | -44388 |
Profit Factor | 1.5417 | 1.0665 | 1.7804 | 1.3617 | 1.0335 | 1.5159 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.2388 | 55.8824 | 48.4848 | 52.2388 | 55.8824 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.4095 | 0.842 | 1.8916 | 1.245 | 0.8159 | 1.6106 |
Largest Winning Trade | 20998 | 7486 | 20998 | 27763 | 11085 | 27763 |
Largest Losing Trade | -9919 | -6700 | -9919 | -17656 | -9471 | -17656 |
Avg Bars in Trades | 351 | 46 | 665 | 351 | 46 | 665 |
Avg Bars in Winners | 377 | 47 | 770 | 377 | 47 | 770 |
Avg Bars in Losers | 322 | 44 | 567 | 322 | 44 | 567 |
Bars Traded | 23540 | 1567 | 21973 | 23540 | 1567 | 21973 |
Profit Streak | 0 | 0 | 17.8682 | 0 | 0 | 17.8682 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113571 | -496164 | 312110 | -115025 | -535885 | 271394 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 95, "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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