Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623640.371 | 659128.8326 | -35488.4616 | -30774.8112 | 195312.5238 | -226087.335 |
Total P&L (%) | 623.6404 | 659.1288 | -35.4885 | -30.7748 | 195.3125 | -226.0873 |
Avg Daily Profit (%) | 0.3249 | 0.3433 | -0.0185 | -0.0192 | 0.0564 | 0 |
Buy And Hold Return (%) | 10.0864 | 10.0864 | 10.0864 | 10.0864 | 10.0864 | 10.0864 |
Max Trade Drawdown | -132119 | -147364 | -100551 | -562532 | -590600 | -306176 |
Profit Factor | 2.036 | 3.1125 | 0.8776 | 0.9833 | 1.201 | 0.7408 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 35.3846 | 34.375 | 36.3636 | 35.3846 | 34.375 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.7179 | 5.9421 | 1.5358 | 1.7956 | 2.2929 | 1.2964 |
Largest Winning Trade | 650780 | 650780 | 53601 | 517249 | 517249 | 149903 |
Largest Losing Trade | -40750 | -40750 | -39220 | -194446 | -194446 | -136577 |
Avg Bars in Trades | 113 | 124 | 103 | 113 | 124 | 103 |
Avg Bars in Winners | 190 | 200 | 181 | 190 | 200 | 181 |
Avg Bars in Losers | 71 | 84 | 58 | 71 | 84 | 58 |
Bars Traded | 7384 | 3977 | 3407 | 7384 | 3977 | 3407 |
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 | -128986 | 327646 | -583328 | -719961 | -123095 | -584439 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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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