Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175147.367 | 172360.8034 | 2786.5637 | 50606.2808 | 51905.541 | -1299.2602 |
Total P&L (%) | 175.1474 | 172.3608 | 2.7866 | 50.6063 | 51.9055 | -1.2993 |
Avg Daily Profit (%) | 0.3363 | 0.3309 | 0.0054 | 0.0787 | 0.0803 | -0.0025 |
Buy And Hold Return (%) | 65.9348 | 65.9348 | 65.9348 | 65.9348 | 65.9348 | 65.9348 |
Max Trade Drawdown | -72284 | -49051 | -54237 | -161037 | -110436 | -119226 |
Profit Factor | 1.6049 | 2.2792 | 1.018 | 1.1011 | 1.2091 | 0.9948 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 61.9048 | 52.8302 | 71.1538 | 61.9048 | 52.8302 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.9876 | 2.035 | 0.4127 | 0.6776 | 1.0796 | 0.4033 |
Largest Winning Trade | 207923 | 207923 | 12253 | 149140 | 149140 | 22322 |
Largest Losing Trade | -38447 | -19428 | -38447 | -71379 | -50518 | -71379 |
Avg Bars in Trades | 226 | 172 | 280 | 226 | 172 | 280 |
Avg Bars in Winners | 159 | 180 | 144 | 159 | 180 | 144 |
Avg Bars in Losers | 333 | 164 | 615 | 333 | 164 | 615 |
Bars Traded | 23737 | 9160 | 14577 | 23737 | 9160 | 14577 |
Profit Streak | 29.1062 | 42.4187 | 29.1062 | 29.1062 | 42.4187 | 29.1062 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305690 | -169131 | -730263 | -361802 | -430737 | -757194 |
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{ "first_band": { "type": "dcl", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 212, "offset": 187 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 212, "offset": 187 } } }
# | 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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