Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903545.1934 | 1923986.2602 | -20441.0668 | 291308.8872 | 514587.156 | -223278.2687 |
Total P&L (%) | 1903.5452 | 1923.9863 | -20.4411 | 291.3089 | 514.5872 | -223.2783 |
Avg Daily Profit (%) | 1.0476 | 1.0588 | -0.0112 | 0.0751 | 0.1 | 0 |
Buy And Hold Return (%) | 683.7373 | 683.7373 | 683.7373 | 683.7373 | 683.7373 | 683.7373 |
Max Trade Drawdown | -166646 | -155759 | -38346 | -1539017 | -1408184 | -351035 |
Profit Factor | 3.3956 | 4.0828 | 0.8801 | 1.0562 | 1.1242 | 0.7862 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 4.3658 | 5.9672 | 0.9975 | 1.3579 | 1.6431 | 0.891 |
Largest Winning Trade | 1342142 | 1342142 | 20053 | 987235 | 987235 | 138815 |
Largest Losing Trade | -49648 | -49648 | -16317 | -535344 | -535344 | -178496 |
Avg Bars in Trades | 165 | 309 | 22 | 165 | 309 | 22 |
Avg Bars in Winners | 220 | 448 | 23 | 220 | 448 | 23 |
Avg Bars in Losers | 123 | 213 | 22 | 123 | 213 | 22 |
Bars Traded | 21236 | 19785 | 1451 | 21236 | 19785 | 1451 |
Profit Streak | 0 | 87.2012 | 0 | 0 | 87.2012 | 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 | 521283 | -125309 | -720895 | -419273 | -450189 | -720895 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 68, "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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