Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813861.2243 | 714630.2447 | 99230.9795 | 1596642.4582 | 1152783.0785 | 443859.3797 |
Total P&L (%) | 813.8612 | 714.6302 | 99.231 | 1596.6425 | 1152.7831 | 443.8594 |
Avg Daily Profit (%) | 0.3241 | 0.2846 | 0.0395 | 0.1128 | 0.1007 | 0.0675 |
Buy And Hold Return (%) | 360.6285 | 360.6285 | 360.6285 | 360.6285 | 360.6285 | 360.6285 |
Max Trade Drawdown | -89174 | -95414 | -62370 | -458410 | -335354 | -304448 |
Profit Factor | 2.8071 | 4.0877 | 1.4532 | 2.1547 | 2.4626 | 1.7465 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 66.1972 | 60 | 72.2222 | 66.1972 | 60 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.4334 | 2.7251 | 0.5589 | 1.1003 | 1.6418 | 0.6717 |
Largest Winning Trade | 467201 | 467201 | 33298 | 607589 | 607589 | 340363 |
Largest Losing Trade | -62370 | -42105 | -62370 | -299262 | -299262 | -298137 |
Avg Bars in Trades | 99 | 165 | 35 | 99 | 165 | 35 |
Avg Bars in Winners | 65 | 99 | 37 | 65 | 99 | 37 |
Avg Bars in Losers | 166 | 264 | 29 | 166 | 264 | 29 |
Bars Traded | 7064 | 5804 | 1260 | 7064 | 5804 | 1260 |
Profit Streak | 145.4023 | 145.4023 | 256.069 | 145.4023 | 145.4023 | 256.069 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79380 | 386432 | -302697 | -128390 | -54489 | -192454 |
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{ "first_band": { "type": "dcl", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 206, "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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