Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384805.7218 | 542955.1291 | -158149.4074 | -12641.0227 | -248746.4506 | 236105.4279 |
Total P&L (%) | 384.8057 | 542.9551 | -158.1494 | -12.641 | -248.7465 | 236.1054 |
Avg Daily Profit (%) | 0.1703 | 0.2402 | -0.07 | -0.006 | 0 | 0.0537 |
Buy And Hold Return (%) | 178.0488 | 178.0488 | 178.0488 | 178.0488 | 178.0488 | 178.0488 |
Max Trade Drawdown | -246582 | -120005 | -234100 | -517602 | -408402 | -258831 |
Profit Factor | 1.7346 | 3.61 | 0.4993 | 0.9843 | 0.5184 | 1.8127 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 21 | 16 | 33 | 17 | 16 |
Losing Trades | 24 | 9 | 15 | 28 | 13 | 15 |
Profitability (%) | 60.6557 | 70 | 51.6129 | 54.0984 | 56.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.1251 | 1.5472 | 0.4681 | 0.8352 | 0.3964 | 1.6994 |
Largest Winning Trade | 180166 | 180166 | 21877 | 402263 | 79711 | 402263 |
Largest Losing Trade | -142888 | -79340 | -142888 | -241904 | -133421 | -241904 |
Avg Bars in Trades | 57 | 108 | 8 | 57 | 108 | 8 |
Avg Bars in Winners | 38 | 60 | 8 | 29 | 50 | 6 |
Avg Bars in Losers | 87 | 219 | 7 | 90 | 183 | 10 |
Bars Traded | 3507 | 3250 | 257 | 3507 | 3250 | 257 |
Profit Streak | 305.8371 | 363.8371 | 305.8371 | 305.8371 | 363.8371 | 305.8371 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159921 | 561588 | -579743 | -745279 | -578996 | -181127 |
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{ "first_band": { "type": "dcl", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 47, "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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