Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340917.8263 | 366862.5886 | -25944.7624 | -61603.3222 | 191239.8117 | -252843.1339 |
Total P&L (%) | 340.9178 | 366.8626 | -25.9448 | -61.6033 | 191.2398 | -252.8431 |
Avg Daily Profit (%) | 0.1793 | 0.193 | -0.0136 | -0.0503 | 0.0562 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179686 | -175310 | -44799 | -962053 | -951524 | -299556 |
Profit Factor | 1.7385 | 1.9954 | 0.7212 | 0.9701 | 1.1187 | 0.4336 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 47.4576 | 55.1724 | 40 | 47.4576 | 55.1724 | 40 |
Ratio Avg Win / Avg Loss | 1.9248 | 1.6212 | 1.0818 | 1.074 | 0.9089 | 0.6504 |
Largest Winning Trade | 233485 | 233485 | 12005 | 565422 | 565422 | 63729 |
Largest Losing Trade | -73178 | -73178 | -24224 | -625819 | -625819 | -228485 |
Avg Bars in Trades | 148 | 296 | 5 | 148 | 296 | 5 |
Avg Bars in Winners | 96 | 164 | 5 | 96 | 164 | 5 |
Avg Bars in Losers | 196 | 459 | 5 | 196 | 459 | 5 |
Bars Traded | 8773 | 8600 | 173 | 8773 | 8600 | 173 |
Profit Streak | 0 | 701.4218 | 0 | 0 | 701.4218 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169748 | 451806 | -582769 | -759599 | -208267 | -584436 |
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{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 100, "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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