Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272470.0276 | 385039.8765 | -112569.849 | -94510.4385 | -87128.7766 | -7381.662 |
Total P&L (%) | 272.47 | 385.0399 | -112.5698 | -94.5104 | -87.1288 | -7.3817 |
Avg Daily Profit (%) | 0.1145 | 0.1619 | -0.0473 | -0.1219 | -0.0862 | -0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256753 | -132365 | -211253 | -112484 | -10179 | -25730 |
Profit Factor | 1.4281 | 2.1818 | 0.6376 | 0.3161 | 0.204 | 0.7431 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 47.541 | 53.3333 | 41.9355 | 47.541 | 53.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.5759 | 1.9091 | 0.8829 | 0.3488 | 0.1785 | 1.0289 |
Largest Winning Trade | 245053 | 245053 | 39197 | 13776 | 6228 | 13776 |
Largest Losing Trade | -82053 | -82053 | -79618 | -93357 | -93357 | -7650 |
Avg Bars in Trades | 98 | 177 | 22 | 98 | 177 | 22 |
Avg Bars in Winners | 63 | 92 | 27 | 63 | 92 | 27 |
Avg Bars in Losers | 131 | 275 | 19 | 131 | 275 | 19 |
Bars Traded | 6035 | 5337 | 698 | 6035 | 5337 | 698 |
Profit Streak | 572.7503 | 635.417 | 572.7503 | 572.7503 | 635.417 | 572.7503 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203704 | 474471 | -582717 | -746383 | -579044 | -581050 |
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{ "first_band": { "type": "dcl", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 246, "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) |
---|