Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21999.0182 | 254.6255 | 21744.3928 | 20925.8321 | -4771.8743 | 25697.7064 |
Total P&L (%) | 21.999 | 0.2546 | 21.7444 | 20.9258 | -4.7719 | 25.6977 |
Avg Daily Profit (%) | 0.4224 | 0.0049 | 0.4175 | 0.3655 | -0.0938 | 0.4401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17375 | -16832 | -3356 | -24621 | -23748 | -4207 |
Profit Factor | 1.3639 | 1.0051 | 3.0104 | 1.2709 | 0.9255 | 2.9497 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 72.1519 | 66.6667 | 77.5 | 72.1519 | 66.6667 | 77.5 |
Ratio Avg Win / Avg Loss | 0.5264 | 0.5026 | 0.874 | 0.4905 | 0.4628 | 0.8564 |
Largest Winning Trade | 5946 | 5946 | 3924 | 6631 | 6631 | 3893 |
Largest Losing Trade | -13058 | -13058 | -3356 | -18664 | -18664 | -4207 |
Avg Bars in Trades | 304 | 482 | 131 | 304 | 482 | 131 |
Avg Bars in Winners | 212 | 348 | 97 | 212 | 348 | 97 |
Avg Bars in Losers | 544 | 749 | 248 | 544 | 749 | 248 |
Bars Traded | 24063 | 18811 | 5253 | 24063 | 18811 | 5253 |
Profit Streak | 12.7414 | 0 | 14.7434 | 12.7414 | 0 | 14.7434 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26799 | -568492 | 338655 | -28569 | -580653 | 421755 |
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{ "first_band": { "type": "dcl", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 248, "offset": 135 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 248, "offset": 135 } } }
# | 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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