Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267272.0878 | 46293.7879 | 220978.3 | 247116.8525 | 66382 | 180734.8524 |
Total P&L (%) | 267.2721 | 46.2938 | 220.9783 | 247.1169 | 66.382 | 180.7349 |
Avg Daily Profit (%) | 0.2063 | 0.0357 | 0.1706 | 0.0961 | 0.0393 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93751 | -29224 | -68509 | -169720 | -64059 | -137008 |
Profit Factor | 1.6126 | 1.354 | 1.7232 | 1.2917 | 1.2693 | 1.3009 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 61.8321 | 59.0909 | 64.6154 | 61.8321 | 59.0909 | 64.6154 |
Ratio Avg Win / Avg Loss | 0.9954 | 0.9374 | 0.9437 | 0.7973 | 0.8788 | 0.7124 |
Largest Winning Trade | 39834 | 17791 | 39834 | 77168 | 43200 | 77168 |
Largest Losing Trade | -67301 | -18419 | -67301 | -122697 | -41163 | -122697 |
Avg Bars in Trades | 38 | 8 | 69 | 38 | 8 | 69 |
Avg Bars in Winners | 32 | 7 | 56 | 32 | 7 | 56 |
Avg Bars in Losers | 48 | 9 | 94 | 48 | 9 | 94 |
Bars Traded | 5082 | 538 | 4544 | 5082 | 538 | 4544 |
Profit Streak | 4.3408 | 61.8408 | 0 | 4.3408 | 61.8408 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357427 | -269353 | -121927 | -64315 | -263685 | -217888 |
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{ "first_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "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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