Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560735.8175 | 542688.5408 | 18047.2766 | -18899.1738 | 20971.3678 | -39870.5416 |
Total P&L (%) | 560.7358 | 542.6885 | 18.0473 | -18.8992 | 20.9714 | -39.8705 |
Avg Daily Profit (%) | 0.2326 | 0.2251 | 0.0075 | -0.0087 | 0.0079 | -0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166310 | -127122 | -99211 | -804850 | -608552 | -540435 |
Profit Factor | 2.0496 | 2.7147 | 1.0829 | 0.9897 | 1.0212 | 0.9529 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 43.2099 | 42.5 | 43.9024 | 43.2099 | 42.5 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.6937 | 3.6729 | 1.3837 | 1.3008 | 1.3816 | 1.2177 |
Largest Winning Trade | 448531 | 448531 | 50914 | 519357 | 519357 | 166734 |
Largest Losing Trade | -65566 | -50076 | -65566 | -491181 | -234404 | -491181 |
Avg Bars in Trades | 83 | 134 | 33 | 83 | 134 | 33 |
Avg Bars in Winners | 93 | 147 | 41 | 93 | 147 | 41 |
Avg Bars in Losers | 76 | 125 | 26 | 76 | 125 | 26 |
Bars Traded | 6758 | 5396 | 1362 | 6758 | 5396 | 1362 |
Profit Streak | 65.8014 | 0 | 67.8014 | 65.8014 | 0 | 67.8014 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6147 | 379564 | -322160 | -597470 | -388660 | -580888 |
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{ "first_band": { "type": "dcl", "factors": { "length": 148, "offset": 140 } }, "second_band": { "type": "wma", "factors": { "length": 4, "offset": 52 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 148, "offset": 140 } }, "second_band": { "type": "wma", "factors": { "length": 4, "offset": 52 } } }
# | 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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