Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474456.7562 | 524561.2412 | -50104.485 | 67761.4002 | 217374.5481 | -149613.1479 |
Total P&L (%) | 474.4568 | 524.5612 | -50.1045 | 67.7614 | 217.3745 | -149.6131 |
Avg Daily Profit (%) | 0.2569 | 0.284 | -0.0271 | 0.028 | 0.0625 | 0 |
Buy And Hold Return (%) | 60.5661 | 60.5661 | 60.5661 | 60.5661 | 60.5661 | 60.5661 |
Max Trade Drawdown | -149947 | -137813 | -44472 | -603266 | -560696 | -147955 |
Profit Factor | 2.1388 | 2.5613 | 0.3788 | 1.0567 | 1.2201 | 0.2776 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 38.0282 | 42.8571 | 33.3333 | 38.0282 | 42.8571 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.4854 | 3.4151 | 0.7576 | 1.7221 | 1.6268 | 0.5551 |
Largest Winning Trade | 381899 | 381899 | 6577 | 411387 | 411387 | 13539 |
Largest Losing Trade | -59942 | -59942 | -15287 | -395854 | -395854 | -54412 |
Avg Bars in Trades | 98 | 197 | 2 | 98 | 197 | 2 |
Avg Bars in Winners | 141 | 252 | 3 | 141 | 252 | 3 |
Avg Bars in Losers | 72 | 156 | 2 | 72 | 156 | 2 |
Bars Traded | 7012 | 6923 | 90 | 7012 | 6923 | 90 |
Profit Streak | 0 | 156.4558 | 0 | 0 | 156.4558 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83758 | 440423 | -586983 | -537233 | -112693 | -586983 |
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{ "first_band": { "type": "dcl", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.53792, "nb": 0.06408, "nc": 0.13947 } } }
# | 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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