Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260722.1748 | 1292316.1574 | -31593.9826 | 73454.4508 | 56809.0514 | 16645.3994 |
Total P&L (%) | 1260.7222 | 1292.3162 | -31.594 | 73.4545 | 56.8091 | 16.6454 |
Avg Daily Profit (%) | 0.5564 | 0.5703 | -0.0139 | 0.0243 | 0.0199 | 0.0068 |
Buy And Hold Return (%) | 372.3333 | 372.3333 | 372.3333 | 372.3333 | 372.3333 | 372.3333 |
Max Trade Drawdown | -176535 | -37915 | -138619 | -94891 | -68687 | -69985 |
Profit Factor | 3.3618 | 7.6895 | 0.9072 | 1.1394 | 1.2421 | 1.057 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 47.3684 | 44.8276 | 50 | 47.3684 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 3.7354 | 9.464 | 0.9072 | 1.266 | 1.5288 | 1.057 |
Largest Winning Trade | 955490 | 955490 | 57183 | 86757 | 56631 | 86757 |
Largest Losing Trade | -86447 | -47289 | -86447 | -47289 | -47289 | -42456 |
Avg Bars in Trades | 141 | 87 | 196 | 141 | 87 | 196 |
Avg Bars in Winners | 224 | 145 | 298 | 224 | 145 | 298 |
Avg Bars in Losers | 65 | 39 | 95 | 65 | 39 | 95 |
Bars Traded | 8040 | 2525 | 5515 | 8040 | 2525 | 5515 |
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 | -165779 | 538987 | -601833 | -573847 | -333336 | -528441 |
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{ "first_band": { "type": "dcu", "factors": { "length": 57, "offset": 137 } }, "second_band": { "type": "pwma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 57, "offset": 137 } }, "second_band": { "type": "pwma", "factors": { "length": 37, "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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