Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2261607.152 | 2262525.6052 | -918.4532 | 84458.4564 | 528935.322 | -444476.8656 |
Total P&L (%) | 2261.6072 | 2262.5256 | -0.9185 | 84.4585 | 528.9353 | -444.4769 |
Avg Daily Profit (%) | 1.2118 | 1.2123 | -0.0005 | 0.0328 | 0.0986 | 0 |
Buy And Hold Return (%) | 31.5027 | 31.5027 | 31.5027 | 31.5027 | 31.5027 | 31.5027 |
Max Trade Drawdown | -230627 | -203834 | -41505 | -3276510 | -2841072 | -676295 |
Profit Factor | 4.4386 | 5.6362 | 0.9946 | 1.0123 | 1.1016 | 0.7352 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 48.7603 | 45 | 52.459 | 48.7603 | 45 | 52.459 |
Ratio Avg Win / Avg Loss | 4.6643 | 6.8887 | 0.9013 | 1.0637 | 1.3464 | 0.6662 |
Largest Winning Trade | 2310276 | 2310276 | 16438 | 2481091 | 2481091 | 253096 |
Largest Losing Trade | -50595 | -50595 | -21744 | -1173292 | -1173292 | -466227 |
Avg Bars in Trades | 89 | 160 | 18 | 89 | 160 | 18 |
Avg Bars in Winners | 88 | 172 | 16 | 88 | 172 | 16 |
Avg Bars in Losers | 89 | 150 | 21 | 89 | 150 | 21 |
Bars Traded | 10781 | 9624 | 1157 | 10781 | 9624 | 1157 |
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 | 746845 | -149339 | -741861 | -359649 | -340884 | -741861 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 220, "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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