Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70663.0827 | -89138.6404 | 159801.7231 | -11374.7345 | -87183.2942 | 75808.5597 |
Total P&L (%) | 70.6631 | -89.1386 | 159.8017 | -11.3747 | -87.1833 | 75.8086 |
Avg Daily Profit (%) | 0.0678 | -0.0856 | 0.1534 | -0.0116 | -0.1971 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95227 | -120387 | -56841 | -109671 | -93968 | -70459 |
Profit Factor | 1.223 | 0.6213 | 2.9609 | 0.9608 | 0.5634 | 1.8377 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 64.8649 | 56.7568 | 72.973 | 64.8649 | 56.7568 | 72.973 |
Ratio Avg Win / Avg Loss | 0.6625 | 0.4734 | 1.0966 | 0.5204 | 0.4293 | 0.6806 |
Largest Winning Trade | 19352 | 19352 | 19215 | 16095 | 14695 | 16095 |
Largest Losing Trade | -54725 | -54725 | -43262 | -50994 | -50555 | -50994 |
Avg Bars in Trades | 51 | 60 | 43 | 51 | 60 | 43 |
Avg Bars in Winners | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Losers | 100 | 110 | 84 | 100 | 110 | 84 |
Bars Traded | 3847 | 2221 | 1626 | 3847 | 2221 | 1626 |
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 | -170969 | -579896 | 530998 | -647350 | -579896 | -116861 |
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{ "first_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 186, "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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