Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306136.2434 | 273361.5569 | 32774.6865 | 844352.4407 | 842977.7147 | 1374.7259 |
Total P&L (%) | 306.1362 | 273.3616 | 32.7747 | 844.3524 | 842.9777 | 1.3747 |
Avg Daily Profit (%) | 0.2939 | 0.2624 | 0.0315 | 0.2158 | 0.2156 | 0.0013 |
Buy And Hold Return (%) | 373.6364 | 373.6364 | 373.6364 | 373.6364 | 373.6364 | 373.6364 |
Max Trade Drawdown | -46313 | -46313 | -27304 | -499740 | -499740 | -272927 |
Profit Factor | 2.0816 | 3.1786 | 1.208 | 1.6239 | 2.2229 | 1.0021 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 60.8247 | 62.5 | 59.1837 | 60.8247 | 62.5 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.3407 | 1.9072 | 0.8331 | 1.0459 | 1.3337 | 0.6911 |
Largest Winning Trade | 53015 | 53015 | 17626 | 317835 | 317835 | 161698 |
Largest Losing Trade | -46313 | -46313 | -21703 | -499740 | -499740 | -191584 |
Avg Bars in Trades | 233 | 410 | 60 | 233 | 410 | 60 |
Avg Bars in Winners | 185 | 308 | 58 | 185 | 308 | 58 |
Avg Bars in Losers | 308 | 580 | 62 | 308 | 580 | 62 |
Bars Traded | 22646 | 19694 | 2952 | 22646 | 19694 | 2952 |
Profit Streak | 0 | 82.164 | 0 | 0 | 82.164 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152846 | -149281 | -317490 | 239068 | 301553 | -575466 |
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{ "first_band": { "type": "dcl", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 228, "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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