Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757099.5695 | 639840.8854 | 117258.6841 | 6179084.8929 | 6633332.202 | -454247.3091 |
Total P&L (%) | 757.0996 | 639.8409 | 117.2587 | 6179.0849 | 6633.3322 | -454.2473 |
Avg Daily Profit (%) | 0.3028 | 0.2559 | 0.0469 | 0.1657 | 0.1685 | 0 |
Buy And Hold Return (%) | 767.4672 | 767.4672 | 767.4672 | 767.4672 | 767.4672 | 767.4672 |
Max Trade Drawdown | -111151 | -81964 | -86991 | -3866372 | -751829 | -3680165 |
Profit Factor | 2.5769 | 3.3957 | 1.5504 | 1.8902 | 3.5806 | 0.8961 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 65.3465 | 68 | 62.7451 | 65.3465 | 68 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.3666 | 1.598 | 0.9206 | 1.0024 | 1.685 | 0.532 |
Largest Winning Trade | 159232 | 159232 | 40786 | 3137847 | 3137847 | 774041 |
Largest Losing Trade | -56438 | -52885 | -56438 | -2830001 | -530489 | -2830001 |
Avg Bars in Trades | 44 | 69 | 21 | 44 | 69 | 21 |
Avg Bars in Winners | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Losers | 64 | 122 | 15 | 64 | 122 | 15 |
Bars Traded | 4541 | 3458 | 1083 | 4541 | 3458 | 1083 |
Profit Streak | 65.3612 | 132.3612 | 65.3612 | 65.3612 | 132.3612 | 65.3612 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149361 | -327106 | -473264 | 501089 | -161815 | -757931 |
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{ "first_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } } }
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# | 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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