Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642345.6319 | 556941.8414 | 85403.7905 | 3712751.9427 | 3352043.7774 | 360708.1653 |
Total P&L (%) | 642.3456 | 556.9418 | 85.4038 | 3712.7519 | 3352.0438 | 360.7082 |
Avg Daily Profit (%) | 0.2569 | 0.2227 | 0.0342 | 0.1457 | 0.1417 | 0.0611 |
Buy And Hold Return (%) | 701.146 | 701.146 | 701.146 | 701.146 | 701.146 | 701.146 |
Max Trade Drawdown | -81802 | -68641 | -62493 | -948083 | -339605 | -1173247 |
Profit Factor | 2.4478 | 2.98 | 1.526 | 2.6298 | 4.4745 | 1.2747 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 63.4409 | 58.6957 | 68.0851 | 63.4409 | 58.6957 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.4106 | 2.097 | 0.7153 | 1.5155 | 3.1487 | 0.5975 |
Largest Winning Trade | 140999 | 140999 | 21137 | 1209138 | 1209138 | 544260 |
Largest Losing Trade | -50402 | -50402 | -24012 | -465292 | -310007 | -465292 |
Avg Bars in Trades | 48 | 83 | 14 | 48 | 83 | 14 |
Avg Bars in Winners | 33 | 54 | 15 | 33 | 54 | 15 |
Avg Bars in Losers | 75 | 124 | 12 | 75 | 124 | 12 |
Bars Traded | 4537 | 3845 | 692 | 4537 | 3845 | 692 |
Profit Streak | 131.7687 | 131.7687 | 237.2687 | 131.7687 | 131.7687 | 237.2687 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149949 | -149302 | -309140 | 342935 | 180807 | -274736 |
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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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