Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289906.9258 | 326509.8471 | -36602.9213 | -72316.8421 | 210308.6811 | -282625.5232 |
Total P&L (%) | 289.9069 | 326.5098 | -36.6029 | -72.3168 | 210.3087 | -282.6255 |
Avg Daily Profit (%) | 0.1792 | 0.2018 | -0.0226 | -0.0793 | 0.07 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206237 | -221055 | -99349 | -930510 | -582452 | -614889 |
Profit Factor | 1.2486 | 1.4025 | 0.8968 | 0.9768 | 1.1031 | 0.7359 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Profitability (%) | 52.1875 | 52.5 | 51.875 | 52.1875 | 52.5 | 51.875 |
Ratio Avg Win / Avg Loss | 1.144 | 1.2689 | 0.832 | 0.8949 | 0.998 | 0.6827 |
Largest Winning Trade | 169025 | 169025 | 15503 | 283581 | 283581 | 76982 |
Largest Losing Trade | -61195 | -61195 | -46080 | -358867 | -358867 | -192970 |
Avg Bars in Trades | 59 | 104 | 13 | 59 | 104 | 13 |
Avg Bars in Winners | 40 | 68 | 12 | 40 | 68 | 12 |
Avg Bars in Losers | 78 | 144 | 13 | 78 | 144 | 13 |
Bars Traded | 18887 | 16787 | 2100 | 18887 | 16787 | 2100 |
Profit Streak | 481.8421 | 0 | 489.8421 | 481.8421 | 0 | 489.8421 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351160 | 322330 | -579014 | -578236 | -207667 | -579014 |
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{ "first_band": { "type": "dcl", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 216, "offset": 114 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 216, "offset": 114 } } }
# | 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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