Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353995.1303 | 351607.1527 | 2387.9776 | 15413.258 | 205377.7558 | -189964.4977 |
Total P&L (%) | 353.9951 | 351.6072 | 2.388 | 15.4133 | 205.3778 | -189.9645 |
Avg Daily Profit (%) | 0.184 | 0.1827 | 0.0012 | 0.0075 | 0.058 | 0 |
Buy And Hold Return (%) | 31.4374 | 31.4374 | 31.4374 | 31.4374 | 31.4374 | 31.4374 |
Max Trade Drawdown | -150074 | -151965 | -90715 | -1180188 | -1098258 | -482371 |
Profit Factor | 1.7965 | 2.5171 | 1.0112 | 1.0055 | 1.1315 | 0.8463 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 41.1765 | 54.2857 | 47.8261 | 41.1765 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9598 | 3.5958 | 0.8516 | 1.0969 | 1.6164 | 0.7127 |
Largest Winning Trade | 352006 | 352006 | 24787 | 1008968 | 1008968 | 152965 |
Largest Losing Trade | -57876 | -44643 | -57876 | -347019 | -347019 | -245494 |
Avg Bars in Trades | 105 | 156 | 56 | 105 | 156 | 56 |
Avg Bars in Winners | 113 | 206 | 44 | 113 | 206 | 44 |
Avg Bars in Losers | 98 | 120 | 70 | 98 | 120 | 70 |
Bars Traded | 7284 | 5310 | 1974 | 7284 | 5310 | 1974 |
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 | -96231 | 317633 | -566227 | -670239 | -193966 | -580232 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 59, "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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