Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2042318.3589 | 2008180.9693 | 34137.3896 | 418323.4917 | 21283.1575 | 397040.3342 |
Total P&L (%) | 2042.3184 | 2008.181 | 34.1374 | 418.3235 | 21.2832 | 397.0403 |
Avg Daily Profit (%) | 0.9008 | 0.8857 | 0.0151 | 0.0726 | 0.0085 | 0.0707 |
Buy And Hold Return (%) | 152.381 | 152.381 | 152.381 | 152.381 | 152.381 | 152.381 |
Max Trade Drawdown | -190769 | -170568 | -34783 | -5522911 | -4927610 | -694897 |
Profit Factor | 3.6696 | 4.0281 | 1.3352 | 1.0361 | 1.0021 | 1.258 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.1938 | 6.0421 | 1.1683 | 1.1841 | 1.5032 | 1.1008 |
Largest Winning Trade | 1560612 | 1560612 | 10777 | 4054280 | 4054280 | 407922 |
Largest Losing Trade | -62026 | -62026 | -12895 | -2215726 | -2215726 | -485411 |
Avg Bars in Trades | 54 | 105 | 3 | 54 | 105 | 3 |
Avg Bars in Winners | 55 | 124 | 3 | 55 | 124 | 3 |
Avg Bars in Losers | 53 | 92 | 2 | 53 | 92 | 2 |
Bars Traded | 6514 | 6324 | 190 | 6514 | 6324 | 190 |
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 | 687415 | -153024 | -506681 | -281119 | -737668 | -270581 |
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{ "first_band": { "type": "midprice", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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