Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78674.9914 | 90707.3627 | -12032.3713 | -762103.7279 | 638560.3335 | -1400664.0614 |
Total P&L (%) | 78.675 | 90.7074 | -12.0324 | -762.1037 | 638.5603 | -1400.6641 |
Avg Daily Profit (%) | 0.0581 | 0.067 | -0.0089 | 0 | 0.1479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288285 | -87562 | -278570 | -1635316 | -207734 | -1945648 |
Profit Factor | 1.1718 | 1.8184 | 0.9653 | 0.6923 | 3.1501 | 0.3573 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 18 | 19 | 36 | 20 | 16 |
Losing Trades | 24 | 13 | 11 | 25 | 11 | 14 |
Profitability (%) | 60.6557 | 58.0645 | 63.3333 | 59.0164 | 64.5161 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.7601 | 1.3133 | 0.5589 | 0.4807 | 1.7326 | 0.3127 |
Largest Winning Trade | 50374 | 29240 | 50374 | 181437 | 132871 | 181437 |
Largest Losing Trade | -225391 | -31403 | -225391 | -896391 | -74164 | -896391 |
Avg Bars in Trades | 119 | 42 | 199 | 119 | 42 | 199 |
Avg Bars in Winners | 100 | 44 | 153 | 104 | 47 | 174 |
Avg Bars in Losers | 149 | 38 | 279 | 142 | 32 | 227 |
Bars Traded | 7299 | 1311 | 5988 | 7299 | 1311 | 5988 |
Profit Streak | 169.7235 | 199.0568 | 169.7235 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -311684 | -98683 | -578129 | -745608 | 454174 | -580393 |
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{ "first_band": { "type": "dcu", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "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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