Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72518.7636 | 41116.9783 | 31401.7854 | 67473.8029 | 38872.0215 | 28601.7814 |
Total P&L (%) | 72.5188 | 41.117 | 31.4018 | 67.4738 | 38.872 | 28.6018 |
Avg Daily Profit (%) | 0.2785 | 0.1579 | 0.1206 | 0.1982 | 0.1262 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47200 | -24269 | -37368 | -54637 | -30467 | -50016 |
Profit Factor | 1.3472 | 1.3504 | 1.3431 | 1.2647 | 1.2741 | 1.2529 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 63.2479 | 60.3448 | 66.1017 | 63.2479 | 60.3448 | 66.1017 |
Ratio Avg Win / Avg Loss | 0.7828 | 0.8874 | 0.6888 | 0.7349 | 0.8373 | 0.6425 |
Largest Winning Trade | 17219 | 17219 | 11266 | 18160 | 18160 | 10678 |
Largest Losing Trade | -19339 | -18809 | -19339 | -26349 | -19528 | -26349 |
Avg Bars in Trades | 204 | 286 | 124 | 204 | 286 | 124 |
Avg Bars in Winners | 135 | 193 | 82 | 135 | 193 | 82 |
Avg Bars in Losers | 324 | 428 | 205 | 324 | 428 | 205 |
Bars Traded | 23970 | 16640 | 7330 | 23970 | 16640 | 7330 |
Profit Streak | 8.0085 | 8.0085 | 8.4772 | 8.0085 | 8.0085 | 8.4772 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334102 | -175114 | -210772 | 285196 | -207611 | -243492 |
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{ "first_band": { "type": "dcl", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 153, "offset": 224 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 153, "offset": 224 } } }
# | 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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