Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85019.7383 | 74304.1444 | 10715.5939 | 51194.9854 | 39512.7572 | 11682.2282 |
Total P&L (%) | 85.0197 | 74.3041 | 10.7156 | 51.195 | 39.5128 | 11.6822 |
Avg Daily Profit (%) | 0.3265 | 0.2853 | 0.0411 | 0.1589 | 0.1279 | 0.0424 |
Buy And Hold Return (%) | 16.6068 | 16.6068 | 16.6068 | 16.6068 | 16.6068 | 16.6068 |
Max Trade Drawdown | -44672 | -39420 | -26020 | -80320 | -70555 | -34004 |
Profit Factor | 1.3388 | 1.4699 | 1.1155 | 1.1558 | 1.1823 | 1.1045 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 55.3957 | 56.5217 | 54.2857 | 55.3957 | 56.5217 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.078 | 1.1307 | 0.9394 | 0.9307 | 0.9095 | 0.9301 |
Largest Winning Trade | 40925 | 40925 | 15803 | 38862 | 38862 | 21148 |
Largest Losing Trade | -39420 | -39420 | -13849 | -70555 | -70555 | -16252 |
Avg Bars in Trades | 172 | 304 | 42 | 172 | 304 | 42 |
Avg Bars in Winners | 110 | 177 | 41 | 110 | 177 | 41 |
Avg Bars in Losers | 249 | 470 | 42 | 249 | 470 | 42 |
Bars Traded | 23987 | 21022 | 2965 | 23987 | 21022 | 2965 |
Profit Streak | 16.7176 | 21.9155 | 16.7176 | 16.7176 | 21.9155 | 16.7176 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326072 | -93004 | -492423 | -45253 | -148896 | -502781 |
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{ "first_band": { "type": "dcl", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 143, "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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