Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123173.7182 | 91129.8344 | 32043.8838 | 158484.3699 | 100183.7098 | 58300.6601 |
Total P&L (%) | 123.1737 | 91.1298 | 32.0439 | 158.4844 | 100.1837 | 58.3007 |
Avg Daily Profit (%) | 0.2365 | 0.175 | 0.0615 | 0.1825 | 0.1334 | 0.0882 |
Buy And Hold Return (%) | 26.5543 | 26.5543 | 26.5543 | 26.5543 | 26.5543 | 26.5543 |
Max Trade Drawdown | -36520 | -38230 | -12917 | -61561 | -64165 | -16386 |
Profit Factor | 1.6584 | 1.5902 | 1.9804 | 1.5923 | 1.4421 | 2.4233 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 55.7252 | 52.3077 | 59.0909 | 55.7252 | 52.3077 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.3176 | 1.4499 | 1.371 | 1.2652 | 1.3149 | 1.6777 |
Largest Winning Trade | 30829 | 30829 | 5954 | 50574 | 50574 | 9136 |
Largest Losing Trade | -25387 | -25387 | -3404 | -44780 | -44780 | -4983 |
Avg Bars in Trades | 178 | 347 | 12 | 178 | 347 | 12 |
Avg Bars in Winners | 135 | 278 | 11 | 135 | 278 | 11 |
Avg Bars in Losers | 232 | 423 | 13 | 232 | 423 | 13 |
Bars Traded | 23395 | 22590 | 805 | 23395 | 22590 | 805 |
Profit Streak | 25.0377 | 0 | 78.996 | 25.0377 | 0 | 78.996 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337387 | -125412 | -331135 | 349842 | -148428 | -197686 |
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{ "first_band": { "type": "dcl", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 154, "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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