Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60863.3533 | 41389.8607 | 19473.4926 | 30102.9831 | 29156.7416 | 946.2415 |
Total P&L (%) | 60.8634 | 41.3899 | 19.4735 | 30.103 | 29.1567 | 0.9462 |
Avg Daily Profit (%) | 0.2337 | 0.1589 | 0.0748 | 0.1011 | 0.0983 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66535 | -36698 | -52972 | -77639 | -42053 | -67599 |
Profit Factor | 1.2609 | 1.3118 | 1.1937 | 1.1213 | 1.2217 | 1.0081 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 55.1181 | 49.2063 | 60.9375 | 55.1181 | 49.2063 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.0267 | 1.3541 | 0.7652 | 0.9131 | 1.2611 | 0.6462 |
Largest Winning Trade | 15331 | 15331 | 7677 | 17154 | 17154 | 8251 |
Largest Losing Trade | -47719 | -19195 | -47719 | -64069 | -23020 | -64069 |
Avg Bars in Trades | 189 | 283 | 97 | 189 | 283 | 97 |
Avg Bars in Winners | 160 | 246 | 92 | 160 | 246 | 92 |
Avg Bars in Losers | 225 | 318 | 104 | 225 | 318 | 104 |
Bars Traded | 24050 | 17838 | 6212 | 24050 | 17838 | 6212 |
Profit Streak | 6.3044 | 7.2836 | 6.3044 | 6.3044 | 7.2836 | 6.3044 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301911 | -141491 | -247413 | -148630 | -212144 | -705026 |
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 226, "offset": 141 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 226, "offset": 141 } } }
# | 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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