Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465259.8493 | 448774.5544 | 16485.2948 | 376359.7709 | 438057.5807 | -61697.8098 |
Total P&L (%) | 465.2598 | 448.7746 | 16.4853 | 376.3598 | 438.0576 | -61.6978 |
Avg Daily Profit (%) | 0.8933 | 0.8617 | 0.0317 | 0.3002 | 0.3236 | -0.1841 |
Buy And Hold Return (%) | 263.2579 | 263.2579 | 263.2579 | 263.2579 | 263.2579 | 263.2579 |
Max Trade Drawdown | -75458 | -64450 | -17850 | -480545 | -417996 | -99816 |
Profit Factor | 3.2099 | 3.6178 | 1.4215 | 1.3179 | 1.4515 | 0.7113 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.1613 | 45.6522 | 44.6809 | 45.1613 | 45.6522 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.8977 | 4.3069 | 1.76 | 1.6003 | 1.728 | 0.8807 |
Largest Winning Trade | 428216 | 428216 | 14997 | 667721 | 667721 | 31855 |
Largest Losing Trade | -26510 | -26510 | -6349 | -214516 | -214516 | -52295 |
Avg Bars in Trades | 259 | 432 | 90 | 259 | 432 | 90 |
Avg Bars in Winners | 376 | 592 | 161 | 376 | 592 | 161 |
Avg Bars in Losers | 163 | 297 | 33 | 163 | 297 | 33 |
Bars Traded | 24147 | 19894 | 4254 | 24147 | 19894 | 4254 |
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 | 299617 | 307459 | -317000 | -24538 | -516 | -583334 |
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{ "first_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 51, "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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