Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332791.1864 | 289324.8479 | 43466.3385 | 88043.4745 | 113268.3041 | -25224.8296 |
Total P&L (%) | 332.7912 | 289.3248 | 43.4663 | 88.0435 | 113.2683 | -25.2248 |
Avg Daily Profit (%) | 0.2707 | 0.2354 | 0.0354 | 0.0514 | 0.0616 | -0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102233 | -121550 | -34355 | -446003 | -443909 | -167868 |
Profit Factor | 1.6581 | 1.7465 | 1.3682 | 1.0652 | 1.1127 | 0.9271 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 51.9231 | 48.0769 | 55.7692 | 51.9231 | 48.0769 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.5353 | 1.8862 | 1.0851 | 0.9863 | 1.2018 | 0.7353 |
Largest Winning Trade | 203626 | 203626 | 17757 | 273855 | 273855 | 42677 |
Largest Losing Trade | -39004 | -39004 | -18755 | -152986 | -152986 | -84147 |
Avg Bars in Trades | 46 | 83 | 9 | 46 | 83 | 9 |
Avg Bars in Winners | 56 | 107 | 12 | 56 | 107 | 12 |
Avg Bars in Losers | 35 | 60 | 6 | 35 | 60 | 6 |
Bars Traded | 4835 | 4333 | 502 | 4835 | 4333 | 502 |
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 | 428114 | -169568 | -326102 | -274273 | -387955 | -759807 |
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{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "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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