Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474540.8487 | 489429.0345 | -14888.1858 | 89495.5132 | 579373.934 | -489878.4208 |
Total P&L (%) | 474.5408 | 489.429 | -14.8882 | 89.4955 | 579.3739 | -489.8784 |
Avg Daily Profit (%) | 0.2933 | 0.3025 | -0.0092 | 0.0395 | 0.1185 | 0 |
Buy And Hold Return (%) | 25.1454 | 25.1454 | 25.1454 | 25.1454 | 25.1454 | 25.1454 |
Max Trade Drawdown | -237185 | -220847 | -40029 | -4326665 | -3914499 | -874030 |
Profit Factor | 1.6561 | 1.7902 | 0.8567 | 1.0084 | 1.0619 | 0.6367 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Profitability (%) | 51.5528 | 57.5 | 45.679 | 51.5528 | 57.5 | 45.679 |
Ratio Avg Win / Avg Loss | 1.5563 | 1.3232 | 1.0188 | 0.9476 | 0.7849 | 0.7571 |
Largest Winning Trade | 81602 | 81602 | 7269 | 1721956 | 1721956 | 134593 |
Largest Losing Trade | -84499 | -84499 | -9896 | -3427077 | -3427077 | -366878 |
Avg Bars in Trades | 116 | 231 | 3 | 116 | 231 | 3 |
Avg Bars in Winners | 91 | 162 | 3 | 91 | 162 | 3 |
Avg Bars in Losers | 143 | 324 | 3 | 143 | 324 | 3 |
Bars Traded | 18785 | 18520 | 265 | 18785 | 18520 | 265 |
Profit Streak | 0 | 510.597 | 0 | 0 | 510.597 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453590 | -6466 | -592472 | -354693 | -205775 | -594138 |
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{ "first_band": { "type": "dcl", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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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