Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610412.7867 | 633917.8001 | -23505.0134 | 188551.7869 | 207174.8419 | -18623.055 |
Total P&L (%) | 610.4128 | 633.9178 | -23.505 | 188.5518 | 207.1748 | -18.6231 |
Avg Daily Profit (%) | 0.2705 | 0.2809 | -0.0104 | 0.047 | 0.0497 | -0.0091 |
Buy And Hold Return (%) | 166.3951 | 166.3951 | 166.3951 | 166.3951 | 166.3951 | 166.3951 |
Max Trade Drawdown | -78308 | -82270 | -85807 | -1110794 | -1195788 | -239429 |
Profit Factor | 2.2604 | 2.9913 | 0.8584 | 1.0675 | 1.0919 | 0.9654 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 65.625 | 62.5 | 68.75 | 65.625 | 62.5 | 68.75 |
Ratio Avg Win / Avg Loss | 1.184 | 1.7948 | 0.3902 | 0.5592 | 0.6552 | 0.4388 |
Largest Winning Trade | 346523 | 346523 | 22475 | 940179 | 940179 | 118490 |
Largest Losing Trade | -78308 | -78308 | -35006 | -989027 | -989027 | -192287 |
Avg Bars in Trades | 100 | 186 | 14 | 100 | 186 | 14 |
Avg Bars in Winners | 55 | 100 | 14 | 55 | 100 | 14 |
Avg Bars in Losers | 186 | 330 | 14 | 186 | 330 | 14 |
Bars Traded | 6434 | 5979 | 455 | 6434 | 5979 | 455 |
Profit Streak | 57.6729 | 0 | 548.0062 | 57.6729 | 0 | 548.0062 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131598 | 491009 | -576767 | -543355 | -335505 | -576767 |
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{ "first_band": { "type": "dcl", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 3 } } }
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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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