Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244693.9161 | 53706.0078 | 190987.9083 | 210192.699 | 45733.615 | 164459.084 |
Total P&L (%) | 244.6939 | 53.706 | 190.9879 | 210.1927 | 45.7336 | 164.4591 |
Avg Daily Profit (%) | 0.238 | 0.0522 | 0.1858 | 0.1102 | 0.0366 | 0.0946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41194 | -39196 | -22268 | -45167 | -52009 | -24165 |
Profit Factor | 1.7619 | 1.3102 | 2.2903 | 1.6863 | 1.2804 | 2.1491 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 57.1429 | 50 | 64.2857 | 57.1429 | 50 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.3214 | 1.3102 | 1.2724 | 1.2648 | 1.2804 | 1.1939 |
Largest Winning Trade | 46605 | 35703 | 46605 | 58843 | 43701 | 58843 |
Largest Losing Trade | -70226 | -33560 | -70226 | -70226 | -45167 | -70226 |
Avg Bars in Trades | 67 | 32 | 102 | 67 | 32 | 102 |
Avg Bars in Winners | 60 | 30 | 83 | 60 | 30 | 83 |
Avg Bars in Losers | 77 | 34 | 137 | 77 | 34 | 137 |
Bars Traded | 5680 | 1367 | 4313 | 5680 | 1367 | 4313 |
Profit Streak | 98.441 | 98.441 | 119.1076 | 98.441 | 98.441 | 119.1076 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458029 | -123098 | 505119 | -41293 | -144705 | -60371 |
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{ "first_band": { "type": "dcu", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 145, "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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