Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167989.0274 | 107822.5911 | 60166.4363 | 317684.5255 | 204274.9218 | 113409.6037 |
Total P&L (%) | 167.989 | 107.8226 | 60.1664 | 317.6845 | 204.2749 | 113.4096 |
Avg Daily Profit (%) | 0.3225 | 0.207 | 0.1155 | 0.2749 | 0.2139 | 0.1457 |
Buy And Hold Return (%) | 19.4492 | 19.4492 | 19.4492 | 19.4492 | 19.4492 | 19.4492 |
Max Trade Drawdown | -50002 | -39612 | -17930 | -119501 | -100863 | -41144 |
Profit Factor | 2.1485 | 2.1361 | 2.1715 | 2.0275 | 2.0251 | 2.0317 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 74.6667 | 75.6757 | 73.6842 | 74.6667 | 75.6757 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.729 | 0.6866 | 0.7755 | 0.6879 | 0.6509 | 0.7256 |
Largest Winning Trade | 24333 | 24333 | 10773 | 36776 | 36776 | 20282 |
Largest Losing Trade | -20868 | -20868 | -17930 | -58986 | -58986 | -38837 |
Avg Bars in Trades | 320 | 502 | 142 | 320 | 502 | 142 |
Avg Bars in Winners | 263 | 381 | 146 | 263 | 381 | 146 |
Avg Bars in Losers | 486 | 880 | 132 | 486 | 880 | 132 |
Bars Traded | 24019 | 18603 | 5415 | 24019 | 18603 | 5415 |
Profit Streak | 33.394 | 33.394 | 50.2898 | 33.394 | 33.394 | 50.2898 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46858 | 423186 | -36456 | -47499 | 452534 | 205085 |
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{ "first_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 165, "offset": 246 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 165, "offset": 246 } } }
# | 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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