Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746307.7273 | 557012.63 | 189295.0973 | 1036280.4995 | -265654.7893 | 1301935.2888 |
Total P&L (%) | 746.3077 | 557.0126 | 189.2951 | 1036.2805 | -265.6548 | 1301.9353 |
Avg Daily Profit (%) | 0.5057 | 0.3775 | 0.1283 | 0.1648 | 0 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81637 | -77928 | -46461 | -2166154 | -1751917 | -1165088 |
Profit Factor | 2.3387 | 2.677 | 1.84 | 1.1111 | 0.9528 | 1.3516 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 46.0674 | 34.0909 | 57.7778 | 46.0674 | 34.0909 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.7379 | 5.1755 | 1.3446 | 1.3008 | 1.8421 | 0.9877 |
Largest Winning Trade | 489022 | 489022 | 48760 | 1292480 | 1292480 | 487276 |
Largest Losing Trade | -29791 | -29791 | -26998 | -983829 | -983829 | -778456 |
Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Winners | 63 | 81 | 53 | 63 | 81 | 53 |
Avg Bars in Losers | 34 | 39 | 26 | 34 | 39 | 26 |
Bars Traded | 4265 | 2376 | 1888 | 4265 | 2376 | 1888 |
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 | 497265 | 307181 | -18315 | -91896 | -584128 | 275968 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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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