Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82646.5519 | 33998.3496 | 48648.2023 | 79159.9235 | 55271.6287 | 23888.2948 |
Total P&L (%) | 82.6466 | 33.9984 | 48.6482 | 79.1599 | 55.2716 | 23.8883 |
Avg Daily Profit (%) | 0.3174 | 0.1306 | 0.1868 | 0.2242 | 0.1691 | 0.0823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49003 | -12632 | -44411 | -101171 | -20885 | -109364 |
Profit Factor | 1.6014 | 2.0734 | 1.46 | 1.279 | 1.9809 | 1.1051 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 57.6471 | 58.1395 | 57.1429 | 57.6471 | 58.1395 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1765 | 1.4929 | 1.095 | 0.9397 | 1.4262 | 0.8288 |
Largest Winning Trade | 23559 | 6528 | 23559 | 33486 | 13482 | 33486 |
Largest Losing Trade | -34364 | -7235 | -34364 | -86895 | -12133 | -86895 |
Avg Bars in Trades | 278 | 110 | 449 | 278 | 110 | 449 |
Avg Bars in Winners | 211 | 124 | 301 | 211 | 124 | 301 |
Avg Bars in Losers | 369 | 91 | 647 | 369 | 91 | 647 |
Bars Traded | 23641 | 4760 | 18881 | 23641 | 4760 | 18881 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373208 | -18951 | 240848 | 213816 | 314559 | -194437 |
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{ "first_band": { "type": "dcu", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 105, "offset": 195 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 105, "offset": 195 } } }
# | 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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