Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72790.3273 | 18445.5238 | 54344.8035 | 59270.1424 | 16440.3456 | 42829.7968 |
Total P&L (%) | 72.7903 | 18.4455 | 54.3448 | 59.2701 | 16.4403 | 42.8298 |
Avg Daily Profit (%) | 0.2795 | 0.0708 | 0.2087 | 0.1789 | 0.0585 | 0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51556 | -55011 | -12499 | -42209 | -42313 | -10916 |
Profit Factor | 1.4061 | 1.1413 | 2.1161 | 1.3226 | 1.1217 | 1.8795 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 47.9452 | 44.4444 | 51.3514 | 47.9452 | 44.4444 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.5267 | 1.4266 | 2.0047 | 1.4359 | 1.4022 | 1.7806 |
Largest Winning Trade | 32741 | 32741 | 23971 | 33750 | 33750 | 15216 |
Largest Losing Trade | -15725 | -15725 | -11996 | -11095 | -11095 | -10641 |
Avg Bars in Trades | 328 | 504 | 157 | 328 | 504 | 157 |
Avg Bars in Winners | 487 | 808 | 217 | 487 | 808 | 217 |
Avg Bars in Losers | 181 | 261 | 93 | 181 | 261 | 93 |
Bars Traded | 23992 | 18165 | 5827 | 23992 | 18165 | 5827 |
Profit Streak | 7.6039 | 0 | 37.8643 | 7.6039 | 0 | 37.8643 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67649 | -174933 | 394818 | -70847 | -214290 | -8275 |
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{ "first_band": { "type": "dcl", "factors": { "length": 234, "offset": 88 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 234, "offset": 88 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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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