Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294380.1211 | 279329.854 | 15050.267 | -35543.1804 | -91841.0442 | 56297.8638 |
Total P&L (%) | 294.3801 | 279.3299 | 15.0503 | -35.5432 | -91.841 | 56.2979 |
Avg Daily Profit (%) | 0.1847 | 0.1752 | 0.0094 | -0.0275 | -0.1571 | 0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167131 | -160811 | -37305 | -560614 | -567754 | -135112 |
Profit Factor | 1.3457 | 1.4042 | 1.0938 | 0.9799 | 0.9382 | 1.1979 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 52.1739 | 50.4854 | 53.8462 | 52.1739 | 50.4854 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2336 | 1.3772 | 0.9375 | 0.8983 | 0.9201 | 1.0268 |
Largest Winning Trade | 108348 | 108348 | 10213 | 241838 | 241838 | 35301 |
Largest Losing Trade | -69434 | -69434 | -30423 | -191855 | -191855 | -133111 |
Avg Bars in Trades | 45 | 87 | 3 | 45 | 87 | 3 |
Avg Bars in Winners | 23 | 45 | 3 | 23 | 45 | 3 |
Avg Bars in Losers | 69 | 131 | 2 | 69 | 131 | 2 |
Bars Traded | 9367 | 9041 | 326 | 9367 | 9041 | 326 |
Profit Streak | 14.881 | 15.2143 | 14.881 | 14.881 | 15.2143 | 14.881 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370500 | 305921 | -308334 | -578339 | -580410 | -158072 |
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{ "first_band": { "type": "dcl", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 65, "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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