Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399273.2702 | 428001.551 | -28728.2809 | -66821.1284 | -40976.4954 | -25844.633 |
Total P&L (%) | 399.2733 | 428.0016 | -28.7283 | -66.8211 | -40.9765 | -25.8446 |
Avg Daily Profit (%) | 0.2468 | 0.2645 | -0.0178 | -0.0682 | -0.0326 | -0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126227 | -140169 | -99928 | -303825 | -328861 | -107455 |
Profit Factor | 1.6359 | 1.9527 | 0.8392 | 0.9102 | 0.9299 | 0.8384 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 60.5505 | 66.6667 | 54.5455 | 60.5505 | 66.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.0658 | 0.9763 | 0.6993 | 0.593 | 0.4649 | 0.6986 |
Largest Winning Trade | 219004 | 219004 | 13707 | 144024 | 144024 | 28976 |
Largest Losing Trade | -79612 | -79612 | -62076 | -171508 | -171508 | -45922 |
Avg Bars in Trades | 173 | 332 | 17 | 173 | 332 | 17 |
Avg Bars in Winners | 128 | 223 | 15 | 128 | 223 | 15 |
Avg Bars in Losers | 242 | 552 | 20 | 242 | 552 | 20 |
Bars Traded | 18920 | 17966 | 953 | 18920 | 17966 | 953 |
Profit Streak | 493.9372 | 493.9372 | 568.1872 | 493.9372 | 493.9372 | 568.1872 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468036 | -168206 | -759007 | -577784 | -758088 | -759007 |
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{ "first_band": { "type": "dcl", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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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