Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112602.097 | 92308.4696 | 20293.6273 | 54117.5575 | 38182.6081 | 15934.9493 |
Total P&L (%) | 112.6021 | 92.3085 | 20.2936 | 54.1176 | 38.1826 | 15.9349 |
Avg Daily Profit (%) | 0.1951 | 0.16 | 0.0352 | 0.075 | 0.0561 | 0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60453 | -48934 | -45275 | -117572 | -82286 | -76204 |
Profit Factor | 1.2044 | 1.2942 | 1.0856 | 1.0723 | 1.0852 | 1.0532 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 279 | 141 | 138 | 279 | 141 | 138 |
Losing Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Profitability (%) | 66.5871 | 67.4641 | 65.7143 | 66.5871 | 67.4641 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.6044 | 0.6242 | 0.5664 | 0.5381 | 0.5233 | 0.5495 |
Largest Winning Trade | 27447 | 27447 | 13800 | 32666 | 32666 | 20933 |
Largest Losing Trade | -42266 | -33996 | -42266 | -64688 | -64688 | -55233 |
Avg Bars in Trades | 31 | 43 | 19 | 31 | 43 | 19 |
Avg Bars in Winners | 17 | 21 | 13 | 17 | 21 | 13 |
Avg Bars in Losers | 58 | 86 | 31 | 58 | 86 | 31 |
Bars Traded | 13099 | 8999 | 4100 | 13099 | 8999 | 4100 |
Profit Streak | 504.962 | 514.462 | 504.962 | 504.962 | 514.462 | 504.962 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371613 | 325184 | -277617 | -231598 | -245587 | -328903 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 51, "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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