Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517814.5908 | 476442.8402 | 41371.7506 | 159202.9161 | -346553.6964 | 505756.6125 |
Total P&L (%) | 517.8146 | 476.4428 | 41.3718 | 159.2029 | -346.5537 | 505.7566 |
Avg Daily Profit (%) | 0.2725 | 0.2507 | 0.0218 | 0.0501 | 0 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163961 | -147367 | -53512 | -1769482 | -1924920 | -265985 |
Profit Factor | 1.8163 | 1.9865 | 1.2732 | 1.0311 | 0.9187 | 1.5932 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 58.2677 | 55.5556 | 60.9375 | 58.2677 | 55.5556 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.3008 | 1.5892 | 0.8162 | 0.7385 | 0.7349 | 1.0213 |
Largest Winning Trade | 218775 | 218775 | 24649 | 967780 | 967780 | 187724 |
Largest Losing Trade | -66455 | -66455 | -18692 | -941271 | -941271 | -217702 |
Avg Bars in Trades | 169 | 327 | 14 | 169 | 327 | 14 |
Avg Bars in Winners | 106 | 207 | 14 | 106 | 207 | 14 |
Avg Bars in Losers | 258 | 477 | 13 | 258 | 477 | 13 |
Bars Traded | 21560 | 20653 | 907 | 21560 | 20653 | 907 |
Profit Streak | 85.6014 | 89.3514 | 85.6014 | 85.6014 | 89.3514 | 85.6014 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480997 | -133573 | -304555 | -311549 | -726179 | -201011 |
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{ "first_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 148, "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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