Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131635.4523 | 87573.3635 | 44062.0887 | 209076.537 | 145232.5982 | 63843.9388 |
Total P&L (%) | 131.6355 | 87.5734 | 44.0621 | 209.0765 | 145.2326 | 63.8439 |
Avg Daily Profit (%) | 0.5055 | 0.3363 | 0.1692 | 0.4342 | 0.3451 | 0.1898 |
Buy And Hold Return (%) | 17.3312 | 17.3312 | 17.3312 | 17.3312 | 17.3312 | 17.3312 |
Max Trade Drawdown | -27214 | -13864 | -22278 | -37607 | -18659 | -53551 |
Profit Factor | 1.6218 | 2.2261 | 1.3141 | 1.4647 | 1.9844 | 1.2111 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Losing Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Profitability (%) | 45.6432 | 47.9339 | 43.3333 | 45.6432 | 47.9339 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.9315 | 2.418 | 1.7185 | 1.7443 | 2.1555 | 1.5838 |
Largest Winning Trade | 27751 | 27751 | 18898 | 37710 | 37710 | 27857 |
Largest Losing Trade | -6472 | -4601 | -6472 | -21386 | -10767 | -21386 |
Avg Bars in Trades | 101 | 42 | 161 | 101 | 42 | 161 |
Avg Bars in Winners | 145 | 55 | 246 | 145 | 55 | 246 |
Avg Bars in Losers | 64 | 30 | 95 | 64 | 30 | 95 |
Bars Traded | 24490 | 5123 | 19367 | 24490 | 5123 | 19367 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413050 | 344531 | 32317 | 359851 | 367171 | 52514 |
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{ "first_band": { "type": "dcu", "factors": { "length": 59, "offset": 76 } }, "second_band": { "type": "pwma", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 59, "offset": 76 } }, "second_band": { "type": "pwma", "factors": { "length": 48, "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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