Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107388.5216 | 155556.9128 | -48168.3912 | -88942.1738 | 6895.1536 | -95837.3274 |
Total P&L (%) | 107.3885 | 155.5569 | -48.1684 | -88.9422 | 6.8952 | -95.8373 |
Avg Daily Profit (%) | 0.1031 | 0.1493 | -0.0462 | -0.2112 | 0.0064 | -0.3047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169801 | -89564 | -146297 | -105648 | -52725 | -105801 |
Profit Factor | 1.148 | 1.4253 | 0.8661 | 0.6402 | 1.0798 | 0.4039 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 70.4819 | 68.6747 | 72.2892 | 70.4819 | 68.6747 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.4808 | 0.6502 | 0.332 | 0.2681 | 0.4925 | 0.1548 |
Largest Winning Trade | 122167 | 122167 | 38917 | 17357 | 17357 | 11105 |
Largest Losing Trade | -88750 | -39973 | -88750 | -89408 | -37447 | -89408 |
Avg Bars in Trades | 146 | 188 | 105 | 146 | 188 | 105 |
Avg Bars in Winners | 77 | 92 | 62 | 77 | 92 | 62 |
Avg Bars in Losers | 313 | 398 | 217 | 313 | 398 | 217 |
Bars Traded | 24374 | 15620 | 8754 | 24374 | 15620 | 8754 |
Profit Streak | 38.0652 | 38.0652 | 69.1902 | 38.0652 | 38.0652 | 69.1902 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109665 | 318391 | -576459 | -575716 | -481140 | -576459 |
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 235, "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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