Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504826.4386 | 468875.1392 | 35951.2995 | 138255.694 | 125426.3815 | 12829.3125 |
Total P&L (%) | 504.8264 | 468.8751 | 35.9513 | 138.2557 | 125.4264 | 12.8293 |
Avg Daily Profit (%) | 0.2632 | 0.2444 | 0.0187 | 0.0453 | 0.0424 | 0.0063 |
Buy And Hold Return (%) | 37.7494 | 37.7494 | 37.7494 | 37.7494 | 37.7494 | 37.7494 |
Max Trade Drawdown | -174042 | -189345 | -69615 | -1184081 | -1292227 | -284195 |
Profit Factor | 1.4927 | 1.6439 | 1.1213 | 1.0306 | 1.0365 | 1.0118 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 57.8723 | 58.9744 | 56.7797 | 57.8723 | 58.9744 | 56.7797 |
Ratio Avg Win / Avg Loss | 1.0866 | 1.1436 | 0.8535 | 0.7502 | 0.7211 | 0.7702 |
Largest Winning Trade | 180614 | 180614 | 20976 | 256336 | 256336 | 107997 |
Largest Losing Trade | -59149 | -59149 | -35441 | -746688 | -746688 | -168084 |
Avg Bars in Trades | 48 | 92 | 5 | 48 | 92 | 5 |
Avg Bars in Winners | 32 | 58 | 5 | 32 | 58 | 5 |
Avg Bars in Losers | 70 | 140 | 5 | 70 | 140 | 5 |
Bars Traded | 11409 | 10783 | 626 | 11409 | 10783 | 626 |
Profit Streak | 0 | 56.3254 | 0 | 0 | 56.3254 | 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 | 435221 | 428538 | -421412 | -321282 | -319225 | -558512 |
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{ "first_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "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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