Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380041.2028 | 319098.0264 | 60943.1764 | 88827.0194 | -213281.9968 | 302109.0162 |
Total P&L (%) | 380.0412 | 319.098 | 60.9432 | 88.827 | -213.282 | 302.109 |
Avg Daily Profit (%) | 0.2041 | 0.1713 | 0.0327 | 0.0341 | 0 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173737 | -152840 | -95568 | -1692236 | -1161215 | -932576 |
Profit Factor | 1.7305 | 2.0942 | 1.2666 | 1.0286 | 0.8735 | 1.213 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 47.4576 | 50 | 44.8276 | 47.4576 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.9159 | 2.0942 | 1.5589 | 1.1388 | 0.8735 | 1.4929 |
Largest Winning Trade | 172563 | 172563 | 48041 | 486486 | 329252 | 486486 |
Largest Losing Trade | -47542 | -47542 | -36396 | -619291 | -478737 | -619291 |
Avg Bars in Trades | 181 | 252 | 108 | 181 | 252 | 108 |
Avg Bars in Winners | 238 | 310 | 154 | 238 | 310 | 154 |
Avg Bars in Losers | 129 | 193 | 70 | 129 | 193 | 70 |
Bars Traded | 10698 | 7564 | 3134 | 10698 | 7564 | 3134 |
Profit Streak | 84.5672 | 111.2338 | 0 | 84.5672 | 111.2338 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168994 | 427435 | -150854 | -516269 | -580262 | -95655 |
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{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 55 } }, "second_band": { "type": "dcu", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 55 } }, "second_band": { "type": "dcu", "factors": { "length": 98, "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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