Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546914.7022 | 421510.9581 | 125403.7441 | 1091141.2547 | 328494.7456 | 762646.5091 |
Total P&L (%) | 546.9147 | 421.511 | 125.4037 | 1091.1413 | 328.4947 | 762.6465 |
Avg Daily Profit (%) | 0.2928 | 0.2256 | 0.0671 | 0.1327 | 0.0779 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64934 | -80335 | -24065 | -562997 | -631801 | -326441 |
Profit Factor | 2.9798 | 3.4373 | 2.2138 | 1.4519 | 1.2174 | 1.8437 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.9683 | 45.1613 | 62.5 | 53.9683 | 45.1613 | 62.5 |
Ratio Avg Win / Avg Loss | 2.5416 | 4.1739 | 1.3283 | 1.2384 | 1.4783 | 1.1062 |
Largest Winning Trade | 360880 | 360880 | 26113 | 510055 | 510055 | 321315 |
Largest Losing Trade | -46066 | -46066 | -21510 | -446485 | -446485 | -326441 |
Avg Bars in Trades | 110 | 175 | 47 | 110 | 175 | 47 |
Avg Bars in Winners | 119 | 220 | 48 | 119 | 220 | 48 |
Avg Bars in Losers | 99 | 137 | 45 | 99 | 137 | 45 |
Bars Traded | 6940 | 5433 | 1507 | 6940 | 5433 | 1507 |
Profit Streak | 0 | 102.7841 | 0 | 0 | 102.7841 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135963 | 469920 | -98605 | -164908 | -90685 | -34518 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 80, "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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