Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565837.2629 | 684035.4039 | -118198.1411 | -124541.0795 | 134164.6573 | -258705.7369 |
Total P&L (%) | 565.8373 | 684.0354 | -118.1981 | -124.5411 | 134.1647 | -258.7057 |
Avg Daily Profit (%) | 0.2262 | 0.2735 | -0.0473 | 0 | 0.034 | 0 |
Buy And Hold Return (%) | 266.9018 | 266.9018 | 266.9018 | 266.9018 | 266.9018 | 266.9018 |
Max Trade Drawdown | -332382 | -59395 | -276678 | -559953 | -95624 | -470138 |
Profit Factor | 1.7663 | 4.4346 | 0.7808 | 0.851 | 1.713 | 0.6005 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 24 | 23 | 46 | 25 | 21 |
Losing Trades | 47 | 23 | 24 | 48 | 22 | 26 |
Profitability (%) | 50 | 51.0638 | 48.9362 | 48.9362 | 53.1915 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.7663 | 4.2498 | 0.8148 | 0.888 | 1.5074 | 0.7435 |
Largest Winning Trade | 566493 | 566493 | 49722 | 167326 | 114762 | 167326 |
Largest Losing Trade | -118968 | -34858 | -118968 | -161593 | -24297 | -161593 |
Avg Bars in Trades | 152 | 44 | 261 | 152 | 44 | 261 |
Avg Bars in Winners | 216 | 57 | 382 | 108 | 39 | 191 |
Avg Bars in Losers | 89 | 31 | 144 | 195 | 50 | 317 |
Bars Traded | 14367 | 2096 | 12271 | 14367 | 2096 | 12271 |
Profit Streak | 0 | 0 | 82.6608 | 76.3274 | 77.8274 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207827 | 459558 | -580552 | -580383 | -308919 | -582765 |
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{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 47, "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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