Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130565.8987 | 163044.3599 | -32478.4612 | -17883.1097 | 28604.9971 | -46488.1069 |
Total P&L (%) | 130.5659 | 163.0444 | -32.4785 | -17.8831 | 28.605 | -46.4881 |
Avg Daily Profit (%) | 0.1253 | 0.1565 | -0.0312 | -0.0189 | 0.0242 | -0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109174 | -86157 | -43002 | -214683 | -177224 | -56376 |
Profit Factor | 1.376 | 1.6305 | 0.6338 | 0.9666 | 1.0699 | 0.6332 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 49.3151 | 50 | 48.6486 | 49.3151 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.4142 | 1.6305 | 0.669 | 0.9935 | 1.0699 | 0.6684 |
Largest Winning Trade | 109148 | 109148 | 9503 | 82512 | 82512 | 15910 |
Largest Losing Trade | -65839 | -65839 | -16487 | -97619 | -97619 | -26420 |
Avg Bars in Trades | 287 | 566 | 14 | 287 | 566 | 14 |
Avg Bars in Winners | 201 | 386 | 16 | 201 | 386 | 16 |
Avg Bars in Losers | 370 | 747 | 13 | 370 | 747 | 13 |
Bars Traded | 20956 | 20404 | 552 | 20956 | 20404 | 552 |
Profit Streak | 134.9779 | 152.6029 | 134.9779 | 134.9779 | 152.6029 | 134.9779 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100286 | 420721 | -580060 | -655938 | -306141 | -580060 |
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{ "first_band": { "type": "dcl", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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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