Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497337.7607 | 437875.8955 | 59461.8652 | 87510.6717 | 465771.9264 | -378261.2546 |
Total P&L (%) | 497.3378 | 437.8759 | 59.4619 | 87.5107 | 465.7719 | -378.2613 |
Avg Daily Profit (%) | 0.2604 | 0.2293 | 0.0311 | 0.0329 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146884 | -151902 | -92643 | -861611 | -463041 | -778630 |
Profit Factor | 1.6166 | 1.8088 | 1.2242 | 1.0395 | 1.3866 | 0.6265 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 64.7059 | 63.2353 | 66.1765 | 64.7059 | 63.2353 | 66.1765 |
Ratio Avg Win / Avg Loss | 0.8818 | 1.0516 | 0.6257 | 0.567 | 0.8062 | 0.3202 |
Largest Winning Trade | 120164 | 120164 | 22915 | 393702 | 393702 | 165298 |
Largest Losing Trade | -76868 | -67324 | -76868 | -696052 | -261415 | -696052 |
Avg Bars in Trades | 166 | 277 | 55 | 166 | 277 | 55 |
Avg Bars in Winners | 106 | 168 | 48 | 106 | 168 | 48 |
Avg Bars in Losers | 275 | 465 | 68 | 275 | 465 | 68 |
Bars Traded | 22621 | 18871 | 3750 | 22621 | 18871 | 3750 |
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 | 384705 | -97273 | -261128 | -325429 | -180290 | -687861 |
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{ "first_band": { "type": "dcl", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 94, "offset": 137, "poles": 2 } } }
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# | 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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