Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218475.704 | 37928.1016 | 180547.6024 | 97832.2354 | 39462.1963 | 58370.0391 |
Total P&L (%) | 218.4757 | 37.9281 | 180.5476 | 97.8322 | 39.4622 | 58.37 |
Avg Daily Profit (%) | 0.2095 | 0.0364 | 0.1731 | 0.0654 | 0.0319 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131811 | -57472 | -95402 | -85904 | -28402 | -60652 |
Profit Factor | 1.571 | 1.2436 | 1.7956 | 1.5549 | 1.5768 | 1.5411 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 56.0976 | 48.3871 | 63.9344 | 56.0976 | 48.3871 | 63.9344 |
Ratio Avg Win / Avg Loss | 1.2295 | 1.3265 | 1.0129 | 1.2169 | 1.6819 | 0.8693 |
Largest Winning Trade | 35757 | 35311 | 35757 | 32152 | 32152 | 28758 |
Largest Losing Trade | -80556 | -23032 | -80556 | -58606 | -16022 | -58606 |
Avg Bars in Trades | 93 | 31 | 157 | 93 | 31 | 157 |
Avg Bars in Winners | 91 | 29 | 139 | 91 | 29 | 139 |
Avg Bars in Losers | 97 | 33 | 189 | 97 | 33 | 189 |
Bars Traded | 11558 | 1949 | 9609 | 11558 | 1949 | 9609 |
Profit Streak | 60.0651 | 60.0651 | 60.4818 | 60.0651 | 60.0651 | 60.4818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415299 | -301223 | -149627 | -101805 | -303898 | -294204 |
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{ "first_band": { "type": "dcu", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 224 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 224 } } }
# | 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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