Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161061.2635 | 184349.3091 | -23288.0456 | -49291.0627 | 52667.7221 | -101958.7848 |
Total P&L (%) | 161.0613 | 184.3493 | -23.288 | -49.2911 | 52.6677 | -101.9588 |
Avg Daily Profit (%) | 0.1323 | 0.1514 | -0.0191 | -0.0558 | 0.0348 | 0 |
Buy And Hold Return (%) | 22.4954 | 22.4954 | 22.4954 | 22.4954 | 22.4954 | 22.4954 |
Max Trade Drawdown | -84015 | -104446 | -98610 | -118568 | -79978 | -136788 |
Profit Factor | 1.1996 | 1.4067 | 0.9341 | 0.9249 | 1.1524 | 0.6723 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 57.3604 | 55.102 | 59.596 | 57.3604 | 55.102 | 59.596 |
Ratio Avg Win / Avg Loss | 0.8918 | 1.1462 | 0.6333 | 0.6876 | 0.939 | 0.4558 |
Largest Winning Trade | 71846 | 71846 | 27276 | 59174 | 59174 | 24140 |
Largest Losing Trade | -75145 | -35683 | -75145 | -102493 | -48152 | -102493 |
Avg Bars in Trades | 72 | 114 | 30 | 72 | 114 | 30 |
Avg Bars in Winners | 43 | 62 | 25 | 43 | 62 | 25 |
Avg Bars in Losers | 111 | 178 | 37 | 111 | 178 | 37 |
Bars Traded | 14220 | 11235 | 2986 | 14220 | 11235 | 2986 |
Profit Streak | 21.911 | 22.8277 | 21.911 | 21.911 | 22.8277 | 21.911 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15563 | 336577 | -578777 | -577282 | -204262 | -578777 |
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{ "first_band": { "type": "dcl", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 145, "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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