Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965476.3082 | 843121.897 | 122354.4111 | 2993400.4882 | 1826786.04 | 1166614.4483 |
Total P&L (%) | 965.4763 | 843.1219 | 122.3544 | 2993.4005 | 1826.786 | 1166.6144 |
Avg Daily Profit (%) | 0.5227 | 0.4565 | 0.0662 | 0.186 | 0.1603 | 0.1376 |
Buy And Hold Return (%) | 229.9844 | 229.9844 | 229.9844 | 229.9844 | 229.9844 | 229.9844 |
Max Trade Drawdown | -111465 | -87075 | -36935 | -705015 | -990448 | -396506 |
Profit Factor | 3.7108 | 5.199 | 1.7875 | 1.9412 | 1.9203 | 1.9758 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.9683 | 46.875 | 61.2903 | 53.9683 | 46.875 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.1651 | 5.8922 | 1.129 | 1.6557 | 2.1763 | 1.2479 |
Largest Winning Trade | 678987 | 678987 | 39535 | 1232678 | 1232678 | 719059 |
Largest Losing Trade | -43285 | -43285 | -33411 | -681940 | -681940 | -396506 |
Avg Bars in Trades | 113 | 169 | 55 | 113 | 169 | 55 |
Avg Bars in Winners | 134 | 224 | 63 | 134 | 224 | 63 |
Avg Bars in Losers | 88 | 121 | 41 | 88 | 121 | 41 |
Bars Traded | 7138 | 5432 | 1706 | 7138 | 5432 | 1706 |
Profit Streak | 12.7058 | 12.7058 | 152.2058 | 12.7058 | 12.7058 | 152.2058 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133803 | 540604 | -265591 | -137798 | 385557 | -5235 |
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{ "first_band": { "type": "midprice", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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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