Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60438.0371 | -1897.8717 | 62335.9088 | 55702.2073 | -11351.9068 | 67054.1141 |
Total P&L (%) | 60.438 | -1.8979 | 62.3359 | 55.7022 | -11.3519 | 67.0541 |
Avg Daily Profit (%) | 0.2321 | -0.0073 | 0.2394 | 0.1702 | -0.0463 | 0.1972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51534 | -23886 | -34510 | -106252 | -43443 | -74628 |
Profit Factor | 1.2917 | 0.9734 | 1.4592 | 1.1542 | 0.905 | 1.2773 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 54.3011 | 53.7634 | 54.8387 | 54.3011 | 53.7634 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.0871 | 0.8372 | 1.2017 | 0.9713 | 0.7783 | 1.0519 |
Largest Winning Trade | 17069 | 14394 | 17069 | 21076 | 20200 | 21076 |
Largest Losing Trade | -16040 | -12561 | -16040 | -31819 | -16830 | -31819 |
Avg Bars in Trades | 132 | 28 | 237 | 132 | 28 | 237 |
Avg Bars in Winners | 114 | 28 | 198 | 114 | 28 | 198 |
Avg Bars in Losers | 154 | 28 | 284 | 154 | 28 | 284 |
Bars Traded | 24664 | 2623 | 22041 | 24664 | 2623 | 22041 |
Profit Streak | 5.8926 | 5.8926 | 6.5697 | 5.8926 | 5.8926 | 6.5697 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309525 | -581014 | 292256 | -44889 | -581014 | 250617 |
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{ "first_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 215, "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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