Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937742.3169 | 938542.8671 | -800.5502 | 746080.2711 | 686138.8852 | 59941.3859 |
Total P&L (%) | 937.7423 | 938.5429 | -0.8006 | 746.0803 | 686.1389 | 59.9414 |
Avg Daily Profit (%) | 0.5135 | 0.514 | -0.0004 | 0.117 | 0.113 | 0.0257 |
Buy And Hold Return (%) | 547.6035 | 547.6035 | 547.6035 | 547.6035 | 547.6035 | 547.6035 |
Max Trade Drawdown | -156084 | -154882 | -8691 | -2609313 | -2665619 | -56868 |
Profit Factor | 3.2562 | 3.3612 | 0.9559 | 1.1591 | 1.1497 | 1.5606 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 53.1646 | 53.8462 | 52.5 | 53.1646 | 53.8462 | 52.5 |
Ratio Avg Win / Avg Loss | 2.8685 | 2.881 | 0.8649 | 1.0211 | 0.9855 | 1.4119 |
Largest Winning Trade | 509132 | 509132 | 2609 | 2386150 | 2386150 | 37546 |
Largest Losing Trade | -69828 | -69828 | -2997 | -1314129 | -1314129 | -29565 |
Avg Bars in Trades | 274 | 554 | 1 | 274 | 554 | 1 |
Avg Bars in Winners | 271 | 541 | 1 | 271 | 541 | 1 |
Avg Bars in Losers | 277 | 569 | 1 | 277 | 569 | 1 |
Bars Traded | 21660 | 21620 | 40 | 21660 | 21620 | 40 |
Profit Streak | 0 | 90.667 | 0 | 0 | 90.667 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22731 | 371419 | -579592 | -165768 | -184334 | -321981 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 11, "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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