Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76292.4659 | 42628.4994 | 33663.9665 | 87520.6148 | 59022.8302 | 28497.7846 |
Total P&L (%) | 76.2925 | 42.6285 | 33.664 | 87.5206 | 59.0228 | 28.4978 |
Avg Daily Profit (%) | 0.293 | 0.1637 | 0.1293 | 0.2417 | 0.1783 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21881 | -16250 | -27664 | -38771 | -27417 | -52361 |
Profit Factor | 1.6217 | 1.6238 | 1.6191 | 1.4406 | 1.5733 | 1.2978 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 62.3377 | 57.8947 | 66.6667 | 62.3377 | 57.8947 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9798 | 1.181 | 0.8095 | 0.8704 | 1.1442 | 0.6489 |
Largest Winning Trade | 16962 | 16962 | 16250 | 27430 | 27430 | 20011 |
Largest Losing Trade | -18166 | -16144 | -18166 | -33746 | -18688 | -33746 |
Avg Bars in Trades | 309 | 462 | 160 | 309 | 462 | 160 |
Avg Bars in Winners | 259 | 396 | 143 | 259 | 396 | 143 |
Avg Bars in Losers | 392 | 551 | 195 | 392 | 551 | 195 |
Bars Traded | 23830 | 17558 | 6272 | 23830 | 17558 | 6272 |
Profit Streak | 8.0563 | 8.0563 | 25.6292 | 8.0563 | 8.0563 | 25.6292 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35530 | 273619 | -20658 | -36984 | 315815 | -66917 |
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{ "first_band": { "type": "dcl", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "offset": 181 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "offset": 181 } } }
# | 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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