Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376000.9281 | 290315.6321 | 85685.296 | 540230.2959 | 376000.4276 | 164229.8683 |
Total P&L (%) | 376.0009 | 290.3156 | 85.6853 | 540.2303 | 376.0004 | 164.2299 |
Avg Daily Profit (%) | 0.2631 | 0.2031 | 0.0599 | 0.13 | 0.1092 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103677 | -71099 | -55718 | -1152525 | -869636 | -282889 |
Profit Factor | 2.0807 | 2.3163 | 1.6726 | 1.2618 | 1.2426 | 1.3198 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 58.209 | 51.5152 | 64.7059 | 58.209 | 51.5152 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.4938 | 2.1801 | 0.9123 | 0.9059 | 1.1695 | 0.7199 |
Largest Winning Trade | 128574 | 128574 | 27635 | 909203 | 909203 | 81842 |
Largest Losing Trade | -56158 | -56158 | -33861 | -836298 | -836298 | -177677 |
Avg Bars in Trades | 118 | 200 | 38 | 118 | 200 | 38 |
Avg Bars in Winners | 87 | 152 | 37 | 87 | 152 | 37 |
Avg Bars in Losers | 160 | 250 | 41 | 160 | 250 | 41 |
Bars Traded | 7914 | 6601 | 1313 | 7914 | 6601 | 1313 |
Profit Streak | 19.2373 | 0 | 88.404 | 19.2373 | 0 | 88.404 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108372 | 440278 | -109635 | -140274 | -47276 | -100749 |
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{ "first_band": { "type": "dcl", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 230, "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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