Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122206.1656 | 1145152.8337 | -22946.6681 | 151032.1093 | 867940.3498 | -716908.2405 |
Total P&L (%) | 1122.2062 | 1145.1528 | -22.9467 | 151.0321 | 867.9404 | -716.9082 |
Avg Daily Profit (%) | 0.5964 | 0.6086 | -0.0122 | 0.0489 | 0.1207 | 0 |
Buy And Hold Return (%) | 221.0892 | 221.0892 | 221.0892 | 221.0892 | 221.0892 | 221.0892 |
Max Trade Drawdown | -258091 | -230316 | -39201 | -5694593 | -4918398 | -785825 |
Profit Factor | 2.8179 | 3.2924 | 0.8052 | 1.0216 | 1.1474 | 0.3445 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 41.5929 | 32.1429 | 50.8772 | 41.5929 | 32.1429 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.957 | 6.9507 | 0.7774 | 1.4346 | 2.4223 | 0.3326 |
Largest Winning Trade | 731556 | 731556 | 9210 | 5178396 | 5178396 | 50578 |
Largest Losing Trade | -48912 | -48912 | -16405 | -1800302 | -1800302 | -292096 |
Avg Bars in Trades | 195 | 384 | 11 | 195 | 384 | 11 |
Avg Bars in Winners | 257 | 654 | 10 | 257 | 654 | 10 |
Avg Bars in Losers | 152 | 255 | 11 | 152 | 255 | 11 |
Bars Traded | 22146 | 21511 | 635 | 22146 | 21511 | 635 |
Profit Streak | 6.0967 | 6.3467 | 6.0967 | 6.0967 | 6.3467 | 6.0967 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493941 | -169974 | -759745 | -491882 | -277582 | -759745 |
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{ "first_band": { "type": "dcl", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 131, "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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