Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357616.4001 | 138170.4406 | 219445.9594 | 661848.8861 | -176176.7802 | 838025.6662 |
Total P&L (%) | 357.6164 | 138.1704 | 219.446 | 661.8489 | -176.1768 | 838.0257 |
Avg Daily Profit (%) | 0.2406 | 0.093 | 0.1476 | 0.1367 | 0 | 0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67578 | -77304 | -22534 | -1196749 | -1310990 | -224725 |
Profit Factor | 2.4216 | 1.6394 | 7.1877 | 1.3114 | 0.9032 | 3.7398 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 9 | 6 | 3 | 9 | 6 | 3 |
Profitability (%) | 85.7143 | 80.6452 | 90.625 | 85.7143 | 80.6452 | 90.625 |
Ratio Avg Win / Avg Loss | 0.4036 | 0.3935 | 0.7436 | 0.2186 | 0.2168 | 0.3869 |
Largest Winning Trade | 49311 | 49311 | 31623 | 210504 | 210504 | 165865 |
Largest Losing Trade | -67578 | -67578 | -22534 | -1112246 | -1112246 | -224725 |
Avg Bars in Trades | 40 | 62 | 18 | 40 | 62 | 18 |
Avg Bars in Winners | 19 | 25 | 13 | 19 | 25 | 13 |
Avg Bars in Losers | 167 | 217 | 66 | 167 | 217 | 66 |
Bars Traded | 2533 | 1931 | 602 | 2533 | 1931 | 602 |
Profit Streak | 70.1577 | 82.6577 | 70.1577 | 70.1577 | 82.6577 | 70.1577 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135145 | -63223 | 589529 | -156591 | -575454 | 659030 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 231, "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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