Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410521.5708 | 205869.8194 | 204651.7515 | 71061.7863 | -1227870.52 | 1298932.3063 |
Total P&L (%) | 410.5216 | 205.8698 | 204.6518 | 71.0618 | -1227.8705 | 1298.9323 |
Avg Daily Profit (%) | 0.248 | 0.1244 | 0.1237 | 0.0324 | 0 | 0.1595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188227 | -159154 | -77643 | -2293802 | -2494085 | -286767 |
Profit Factor | 1.831 | 1.5713 | 2.5308 | 1.019 | 0.6174 | 3.4078 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 63.4921 | 54.8387 | 71.875 | 63.4921 | 54.8387 | 71.875 |
Ratio Avg Win / Avg Loss | 1.0528 | 1.294 | 0.9903 | 0.5859 | 0.5084 | 1.3335 |
Largest Winning Trade | 242567 | 242567 | 40940 | 697173 | 669011 | 697173 |
Largest Losing Trade | -67779 | -67779 | -53625 | -1172260 | -1172260 | -186218 |
Avg Bars in Trades | 48 | 77 | 21 | 48 | 77 | 21 |
Avg Bars in Winners | 26 | 39 | 16 | 26 | 39 | 16 |
Avg Bars in Losers | 88 | 122 | 34 | 88 | 122 | 34 |
Bars Traded | 3081 | 2392 | 689 | 3081 | 2392 | 689 |
Profit Streak | 78.4663 | 0 | 290.9663 | 78.4663 | 0 | 290.9663 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138298 | -24619 | -21432 | -499581 | -580190 | 631745 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 76, "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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