Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340644.925 | 332468.7979 | 8176.1271 | 107652.035 | 58773.6061 | 48878.4289 |
Total P&L (%) | 340.6449 | 332.4688 | 8.1761 | 107.652 | 58.7736 | 48.8784 |
Avg Daily Profit (%) | 0.1854 | 0.181 | 0.0045 | 0.0398 | 0.0252 | 0.0217 |
Buy And Hold Return (%) | 82.8509 | 82.8509 | 82.8509 | 82.8509 | 82.8509 | 82.8509 |
Max Trade Drawdown | -173022 | -164078 | -14289 | -742998 | -736002 | -28065 |
Profit Factor | 1.9664 | 2.0276 | 1.2825 | 1.0946 | 1.0542 | 1.9097 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 57.377 | 53.3333 | 61.2903 | 57.377 | 53.3333 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.4608 | 1.7742 | 0.81 | 0.8132 | 0.9224 | 1.2061 |
Largest Winning Trade | 205712 | 205712 | 5544 | 401505 | 401505 | 28264 |
Largest Losing Trade | -54918 | -54918 | -8837 | -317876 | -317876 | -17457 |
Avg Bars in Trades | 330 | 667 | 4 | 330 | 667 | 4 |
Avg Bars in Winners | 136 | 294 | 3 | 136 | 294 | 3 |
Avg Bars in Losers | 591 | 1093 | 6 | 591 | 1093 | 6 |
Bars Traded | 20168 | 20019 | 149 | 20168 | 20019 | 149 |
Profit Streak | 0 | 136.0424 | 0 | 0 | 136.0424 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157045 | 376058 | -352639 | -495560 | -486231 | -325482 |
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{ "first_band": { "type": "dcl", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 164, "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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