Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244552.2274 | 221109.554 | 23442.6733 | -134484.2435 | 31893.0088 | -166377.2523 |
Total P&L (%) | 244.5522 | 221.1096 | 23.4427 | -134.4842 | 31.893 | -166.3773 |
Avg Daily Profit (%) | 0.1534 | 0.1387 | 0.0147 | 0 | 0.0174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287121 | -175001 | -146412 | -468901 | -294546 | -215026 |
Profit Factor | 1.238 | 1.385 | 1.0517 | 0.8496 | 1.0736 | 0.6389 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 146 | 68 | 78 | 93 | 47 | 46 |
Losing Trades | 72 | 41 | 31 | 125 | 62 | 63 |
Profitability (%) | 66.9725 | 62.3853 | 71.5596 | 42.6606 | 43.1193 | 42.2018 |
Ratio Avg Win / Avg Loss | 0.6105 | 0.8351 | 0.418 | 1.1419 | 1.4163 | 0.875 |
Largest Winning Trade | 101057 | 101057 | 32768 | 87698 | 87698 | 44482 |
Largest Losing Trade | -118260 | -53962 | -118260 | -133470 | -130167 | -133470 |
Avg Bars in Trades | 86 | 119 | 52 | 86 | 119 | 52 |
Avg Bars in Winners | 62 | 90 | 38 | 100 | 135 | 65 |
Avg Bars in Losers | 133 | 168 | 87 | 75 | 108 | 43 |
Bars Traded | 18771 | 13055 | 5716 | 18771 | 13055 | 5716 |
Profit Streak | 20.0669 | 25.9836 | 0 | 0 | 0 | 50.6503 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329654 | -7102 | -340301 | -580824 | -315092 | -583510 |
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "offset": 86 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "offset": 86 } } }
# | 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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