Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170972.9218 | 166794.7572 | 4178.1646 | -3258.5909 | -11214.1224 | 7955.5314 |
Total P&L (%) | 170.9729 | 166.7948 | 4.1782 | -3.2586 | -11.2141 | 7.9555 |
Avg Daily Profit (%) | 0.1641 | 0.1601 | 0.004 | -0.0032 | -0.0114 | 0.0073 |
Buy And Hold Return (%) | 16.6079 | 16.6079 | 16.6079 | 16.6079 | 16.6079 | 16.6079 |
Max Trade Drawdown | -120011 | -116377 | -23234 | -351287 | -331374 | -39268 |
Profit Factor | 1.3321 | 1.3787 | 1.0561 | 0.9972 | 0.989 | 1.0623 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 51.0791 | 49.2754 | 52.8571 | 51.0791 | 49.2754 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.2758 | 1.4193 | 0.942 | 0.955 | 1.0181 | 0.9475 |
Largest Winning Trade | 88612 | 88612 | 6440 | 203965 | 203965 | 15561 |
Largest Losing Trade | -52093 | -52093 | -23234 | -231064 | -231064 | -38855 |
Avg Bars in Trades | 176 | 341 | 13 | 176 | 341 | 13 |
Avg Bars in Winners | 130 | 262 | 10 | 130 | 262 | 10 |
Avg Bars in Losers | 223 | 417 | 17 | 223 | 417 | 17 |
Bars Traded | 24478 | 23541 | 937 | 24478 | 23541 | 937 |
Profit Streak | 35.8165 | 35.9832 | 35.8165 | 35.8165 | 35.9832 | 35.8165 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327357 | -93851 | -606676 | -579279 | -680808 | -595429 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "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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