Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745975.7131 | 634244.7784 | 111730.9348 | 3553894.6995 | 4894161.7369 | -1340267.0373 |
Total P&L (%) | 745.9757 | 634.2448 | 111.7309 | 3553.8947 | 4894.1617 | -1340.267 |
Avg Daily Profit (%) | 0.2975 | 0.253 | 0.0446 | 0.1436 | 0.1561 | 0 |
Buy And Hold Return (%) | 243.4694 | 243.4694 | 243.4694 | 243.4694 | 243.4694 | 243.4694 |
Max Trade Drawdown | -179975 | -144612 | -46924 | -3875138 | -2370511 | -2262820 |
Profit Factor | 2.2314 | 2.827 | 1.432 | 1.3099 | 1.7223 | 0.7144 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 55.2 | 54.8387 | 55.5556 | 55.2 | 54.8387 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.811 | 2.3281 | 1.1456 | 1.0631 | 1.4184 | 0.5716 |
Largest Winning Trade | 273439 | 273439 | 44677 | 4855878 | 4855878 | 699052 |
Largest Losing Trade | -39014 | -32006 | -39014 | -1448392 | -1448392 | -1230731 |
Avg Bars in Trades | 58 | 84 | 33 | 58 | 84 | 33 |
Avg Bars in Winners | 72 | 107 | 38 | 72 | 107 | 38 |
Avg Bars in Losers | 41 | 56 | 26 | 41 | 56 | 26 |
Bars Traded | 7334 | 5247 | 2087 | 7334 | 5247 | 2087 |
Profit Streak | 0 | 105.7958 | 0 | 0 | 105.7958 | 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 | 398496 | -142170 | -444237 | 8979 | -142779 | -726738 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "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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