Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476584.6393 | 423123.0921 | 53461.5472 | -249757.675 | 52401.9165 | -302159.5915 |
Total P&L (%) | 476.5846 | 423.1231 | 53.4615 | -249.7577 | 52.4019 | -302.1596 |
Avg Daily Profit (%) | 0.2499 | 0.2219 | 0.028 | 0 | 0.0221 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139903 | -100882 | -191034 | -608350 | -301452 | -436866 |
Profit Factor | 1.5205 | 1.7812 | 1.143 | 0.8355 | 1.0691 | 0.6025 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 108 | 51 | 57 | 58 | 33 | 25 |
Losing Trades | 52 | 29 | 23 | 102 | 47 | 55 |
Profitability (%) | 67.5 | 63.75 | 71.25 | 36.25 | 41.25 | 31.25 |
Ratio Avg Win / Avg Loss | 0.7321 | 1.0129 | 0.4612 | 1.4693 | 1.5227 | 1.3255 |
Largest Winning Trade | 126737 | 126737 | 24971 | 213973 | 124316 | 213973 |
Largest Losing Trade | -121827 | -65927 | -121827 | -397322 | -139760 | -397322 |
Avg Bars in Trades | 23 | 35 | 11 | 23 | 35 | 11 |
Avg Bars in Winners | 12 | 17 | 8 | 41 | 59 | 17 |
Avg Bars in Losers | 46 | 67 | 19 | 13 | 18 | 8 |
Bars Traded | 3746 | 2837 | 909 | 3746 | 2837 | 909 |
Profit Streak | 14.4452 | 0 | 63.9452 | 0 | 113.9452 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424402 | -7322 | -237062 | -583342 | -329810 | -605583 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 40, "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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