Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210734.6562 | 221978.4358 | -11243.7797 | 7791.7182 | 146008.3643 | -138216.6461 |
Total P&L (%) | 210.7347 | 221.9784 | -11.2438 | 7.7917 | 146.0084 | -138.2166 |
Avg Daily Profit (%) | 0.174 | 0.1833 | -0.0093 | 0.0062 | 0.0743 | 0 |
Buy And Hold Return (%) | 29.1344 | 29.1344 | 29.1344 | 29.1344 | 29.1344 | 29.1344 |
Max Trade Drawdown | -131578 | -116212 | -68436 | -419902 | -316313 | -279672 |
Profit Factor | 1.4789 | 1.9246 | 0.9438 | 1.0062 | 1.2178 | 0.7672 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 43.0556 | 47.2222 | 38.8889 | 43.0556 | 47.2222 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.956 | 2.151 | 1.4831 | 1.3307 | 1.3611 | 1.2056 |
Largest Winning Trade | 133044 | 133044 | 27454 | 294698 | 294698 | 82530 |
Largest Losing Trade | -48207 | -48207 | -18924 | -196129 | -196129 | -77675 |
Avg Bars in Trades | 96 | 152 | 40 | 96 | 152 | 40 |
Avg Bars in Winners | 132 | 205 | 43 | 132 | 205 | 43 |
Avg Bars in Losers | 69 | 105 | 38 | 69 | 105 | 38 |
Bars Traded | 6950 | 5505 | 1445 | 6950 | 5505 | 1445 |
Profit Streak | 0 | 110.8475 | 0 | 0 | 110.8475 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76791 | 396294 | -583434 | -650550 | -95551 | -583434 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "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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