Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62994.8826 | 50952.6647 | 12042.2179 | 80562.5502 | 59655.8208 | 20906.7293 |
Total P&L (%) | 62.9949 | 50.9527 | 12.0422 | 80.5626 | 59.6558 | 20.9067 |
Avg Daily Profit (%) | 0.7257 | 0.5869 | 0.1387 | 0.683 | 0.5404 | 0.2189 |
Buy And Hold Return (%) | 28.4834 | 28.4834 | 28.4834 | 28.4834 | 28.4834 | 28.4834 |
Max Trade Drawdown | -16713 | -17158 | -9734 | -25721 | -26287 | -11608 |
Profit Factor | 2.0055 | 2.3121 | 1.5056 | 1.8573 | 1.9628 | 1.6531 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 58.7629 | 62.5 | 55.102 | 58.7629 | 62.5 | 55.102 |
Ratio Avg Win / Avg Loss | 1.4074 | 1.3872 | 1.2268 | 1.3034 | 1.1777 | 1.3469 |
Largest Winning Trade | 11461 | 11461 | 5369 | 15655 | 15655 | 7572 |
Largest Losing Trade | -7706 | -7706 | -2723 | -11609 | -11609 | -3646 |
Avg Bars in Trades | 244 | 413 | 79 | 244 | 413 | 79 |
Avg Bars in Winners | 244 | 370 | 104 | 244 | 370 | 104 |
Avg Bars in Losers | 244 | 485 | 47 | 244 | 485 | 47 |
Bars Traded | 23752 | 19866 | 3886 | 23752 | 19866 | 3886 |
Profit Streak | 3.6257 | 0 | 8.8896 | 3.6257 | 0 | 8.8896 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295830 | 204681 | -171646 | 352129 | 239426 | -155336 |
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{ "first_band": { "type": "dcl", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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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