Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482034.2312 | 463932.3762 | 18101.855 | -51090.2198 | -97000.6079 | 45910.3881 |
Total P&L (%) | 482.0342 | 463.9324 | 18.1019 | -51.0902 | -97.0006 | 45.9104 |
Avg Daily Profit (%) | 0.223 | 0.2146 | 0.0084 | -0.0331 | -0.1621 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233415 | -232342 | -39019 | -862732 | -898487 | -84864 |
Profit Factor | 1.8013 | 1.9778 | 1.1424 | 0.9688 | 0.9301 | 1.1824 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 13 | 26 | 39 | 13 | 26 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 42.8571 | 28.8889 | 56.5217 | 42.8571 | 28.8889 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.4018 | 4.8685 | 0.8788 | 1.2918 | 2.2894 | 0.9095 |
Largest Winning Trade | 475306 | 475306 | 20427 | 421940 | 421940 | 48078 |
Largest Losing Trade | -46001 | -46001 | -22547 | -327283 | -327283 | -84864 |
Avg Bars in Trades | 139 | 260 | 20 | 139 | 260 | 20 |
Avg Bars in Winners | 145 | 397 | 20 | 145 | 397 | 20 |
Avg Bars in Losers | 134 | 204 | 22 | 134 | 204 | 22 |
Bars Traded | 12681 | 11717 | 963 | 12681 | 11717 | 963 |
Profit Streak | 8.3483 | 0 | 274.8483 | 8.3483 | 0 | 274.8483 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337384 | -1105 | -253164 | -580974 | -590609 | -190605 |
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 37 } }, "second_band": { "type": "hma", "factors": { "length": 220, "offset": 0 } } }
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# | 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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