Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605086.5266 | 530227.3486 | 74859.1781 | 3360440.7628 | 2557373.2528 | 803067.51 |
Total P&L (%) | 605.0865 | 530.2273 | 74.8592 | 3360.4408 | 2557.3733 | 803.0675 |
Avg Daily Profit (%) | 0.2756 | 0.2415 | 0.0341 | 0.1616 | 0.1495 | 0.1003 |
Buy And Hold Return (%) | 535.5393 | 535.5393 | 535.5393 | 535.5393 | 535.5393 | 535.5393 |
Max Trade Drawdown | -99617 | -109218 | -46200 | -2839703 | -2901868 | -947200 |
Profit Factor | 2.8087 | 3.3687 | 1.6763 | 1.4992 | 1.5026 | 1.4887 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 52.9412 | 52.5424 | 53.3333 | 52.9412 | 52.5424 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.4966 | 3.0427 | 1.4667 | 1.3327 | 1.3572 | 1.3027 |
Largest Winning Trade | 162835 | 162835 | 22247 | 1698323 | 1698323 | 309568 |
Largest Losing Trade | -67168 | -67168 | -17256 | -1942666 | -1942666 | -414425 |
Avg Bars in Trades | 70 | 135 | 5 | 70 | 135 | 5 |
Avg Bars in Winners | 67 | 130 | 6 | 67 | 130 | 6 |
Avg Bars in Losers | 72 | 141 | 4 | 72 | 141 | 4 |
Bars Traded | 8350 | 7997 | 353 | 8350 | 7997 | 353 |
Profit Streak | 65.4713 | 0 | 126.9713 | 65.4713 | 0 | 126.9713 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110074 | -327294 | -478170 | 352197 | -169588 | -234907 |
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{ "first_band": { "type": "dcl", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 170, "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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