Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54628.9458 | 74136.6264 | -19507.6805 | 53166.907 | 77899.159 | -24732.252 |
Total P&L (%) | 54.6289 | 74.1366 | -19.5077 | 53.1669 | 77.8992 | -24.7323 |
Avg Daily Profit (%) | 0.2098 | 0.2847 | -0.0749 | 0.1639 | 0.2214 | -0.109 |
Buy And Hold Return (%) | 21.6188 | 21.6188 | 21.6188 | 21.6188 | 21.6188 | 21.6188 |
Max Trade Drawdown | -18309 | -4279 | -23879 | -19942 | -5380 | -30997 |
Profit Factor | 1.7227 | 3.4025 | 0.5639 | 1.5964 | 3.3098 | 0.5537 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 45.9016 | 50 | 41.9355 | 45.9016 | 50 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.0303 | 3.4025 | 0.7808 | 1.8815 | 3.3098 | 0.7667 |
Largest Winning Trade | 31770 | 31770 | 3883 | 27092 | 27092 | 5491 |
Largest Losing Trade | -15167 | -15167 | -13378 | -15137 | -15137 | -14750 |
Avg Bars in Trades | 306 | 535 | 85 | 306 | 535 | 85 |
Avg Bars in Winners | 370 | 619 | 82 | 370 | 619 | 82 |
Avg Bars in Losers | 253 | 451 | 88 | 253 | 451 | 88 |
Bars Traded | 18724 | 16064 | 2660 | 18724 | 16064 | 2660 |
Profit Streak | 0 | 6.7023 | 0 | 0 | 6.7023 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161551 | 409199 | -585071 | -162497 | 388873 | -585349 |
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{ "first_band": { "type": "dcl", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 224, "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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