Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321412.6571 | 325967.3434 | -4554.6862 | 71832.3137 | 147094.2687 | -75261.955 |
Total P&L (%) | 321.4127 | 325.9673 | -4.5547 | 71.8323 | 147.0943 | -75.262 |
Avg Daily Profit (%) | 0.172 | 0.1745 | -0.0024 | 0.029 | 0.0484 | -0.0747 |
Buy And Hold Return (%) | 22.6426 | 22.6426 | 22.6426 | 22.6426 | 22.6426 | 22.6426 |
Max Trade Drawdown | -183971 | -147137 | -84535 | -953015 | -615248 | -385067 |
Profit Factor | 1.7942 | 2.3945 | 0.9734 | 1.0413 | 1.1455 | 0.8966 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 55.1724 | 62.069 | 48.2759 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.4578 | 1.4633 | 1.0429 | 0.8461 | 0.7 | 0.9606 |
Largest Winning Trade | 220771 | 220771 | 54675 | 363036 | 363036 | 226538 |
Largest Losing Trade | -52121 | -52121 | -25324 | -430112 | -430112 | -198611 |
Avg Bars in Trades | 91 | 156 | 27 | 91 | 156 | 27 |
Avg Bars in Winners | 112 | 175 | 32 | 112 | 175 | 32 |
Avg Bars in Losers | 65 | 124 | 23 | 65 | 124 | 23 |
Bars Traded | 5327 | 4528 | 799 | 5327 | 4528 | 799 |
Profit Streak | 77.351 | 83.0176 | 77.351 | 77.351 | 83.0176 | 77.351 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168191 | 479684 | -579001 | -511749 | -188288 | -580667 |
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "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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