Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96180.5913 | 54538.8553 | 41641.736 | 115036.7771 | 73604.2627 | 41432.5144 |
Total P&L (%) | 96.1806 | 54.5389 | 41.6417 | 115.0368 | 73.6043 | 41.4325 |
Avg Daily Profit (%) | 0.6924 | 0.3926 | 0.2998 | 0.5527 | 0.3979 | 0.2499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36209 | -44626 | -23405 | -76300 | -48858 | -58879 |
Profit Factor | 1.4035 | 1.3689 | 1.4601 | 1.322 | 1.3516 | 1.2802 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 112 | 50 | 62 | 112 | 50 | 62 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 61.5385 | 54.9451 | 68.1319 | 61.5385 | 54.9451 | 68.1319 |
Ratio Avg Win / Avg Loss | 0.8772 | 1.1225 | 0.683 | 0.8263 | 1.1083 | 0.5988 |
Largest Winning Trade | 14492 | 14492 | 7666 | 28495 | 28495 | 11863 |
Largest Losing Trade | -21419 | -21173 | -21419 | -53594 | -24048 | -53594 |
Avg Bars in Trades | 71 | 94 | 49 | 71 | 94 | 49 |
Avg Bars in Winners | 47 | 62 | 35 | 47 | 62 | 35 |
Avg Bars in Losers | 111 | 133 | 79 | 111 | 133 | 79 |
Bars Traded | 13090 | 8572 | 4518 | 13090 | 8572 | 4518 |
Profit Streak | 123.8383 | 123.8383 | 129.9946 | 123.8383 | 123.8383 | 129.9946 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450209 | 282824 | 278881 | 389295 | 317749 | 223266 |
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 153, "offset": 53 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 153, "offset": 53 } } }
# | 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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