Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326215.2304 | 234732.4605 | 91482.7699 | 398029.055 | 139284.8007 | 258744.2543 |
Total P&L (%) | 326.2152 | 234.7325 | 91.4828 | 398.0291 | 139.2848 | 258.7443 |
Avg Daily Profit (%) | 0.261 | 0.1878 | 0.0732 | 0.1285 | 0.0698 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100330 | -55655 | -89486 | -231571 | -252699 | -101589 |
Profit Factor | 1.6277 | 1.6983 | 1.4984 | 1.5026 | 1.2442 | 2.1682 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 67.2131 | 62.2951 | 72.1311 | 67.2131 | 62.2951 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.794 | 1.0279 | 0.5789 | 0.733 | 0.7531 | 0.8377 |
Largest Winning Trade | 66096 | 66096 | 19905 | 103244 | 103244 | 47743 |
Largest Losing Trade | -57358 | -57358 | -43213 | -222502 | -222502 | -101589 |
Avg Bars in Trades | 20 | 34 | 6 | 20 | 34 | 6 |
Avg Bars in Winners | 12 | 21 | 4 | 12 | 21 | 4 |
Avg Bars in Losers | 36 | 56 | 10 | 36 | 56 | 10 |
Bars Traded | 2488 | 2109 | 379 | 2488 | 2109 | 379 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406040 | -150463 | -254129 | -18955 | -261719 | -213663 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } } }
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# | 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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