Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488811.1778 | 1538942.13 | -50130.9522 | -37304.0037 | 905129.8597 | -942433.8634 |
Total P&L (%) | 1488.8112 | 1538.9421 | -50.131 | -37.304 | 905.1299 | -942.4339 |
Avg Daily Profit (%) | 0.7147 | 0.7387 | -0.0241 | -0.0224 | 0.1108 | 0 |
Buy And Hold Return (%) | 35.3993 | 35.3993 | 35.3993 | 35.3993 | 35.3993 | 35.3993 |
Max Trade Drawdown | -264056 | -182609 | -82036 | -4637000 | -3666926 | -1227135 |
Profit Factor | 2.9274 | 3.9414 | 0.7989 | 0.9942 | 1.1954 | 0.4863 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 47.6636 | 45.283 | 50 | 47.6636 | 45.283 | 50 |
Ratio Avg Win / Avg Loss | 3.2143 | 4.7625 | 0.7989 | 1.0917 | 1.4444 | 0.4863 |
Largest Winning Trade | 1378798 | 1378798 | 23786 | 4369549 | 4369549 | 230523 |
Largest Losing Trade | -55268 | -55268 | -30329 | -2286370 | -2286370 | -549605 |
Avg Bars in Trades | 223 | 354 | 94 | 223 | 354 | 94 |
Avg Bars in Winners | 272 | 470 | 97 | 272 | 470 | 97 |
Avg Bars in Losers | 178 | 259 | 90 | 178 | 259 | 90 |
Bars Traded | 23893 | 18808 | 5085 | 23893 | 18808 | 5085 |
Profit Streak | 119.4247 | 119.4247 | 164.5914 | 119.4247 | 119.4247 | 164.5914 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 680215 | -160876 | -759450 | -578242 | -230779 | -759450 |
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{ "first_band": { "type": "dcl", "factors": { "length": 113, "offset": 227 } }, "second_band": { "type": "swma", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 113, "offset": 227 } }, "second_band": { "type": "swma", "factors": { "length": 227, "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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