Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335525.1662 | 349534.572 | -14009.4057 | -72089.9507 | 1496152.3243 | -1568242.2749 |
Total P&L (%) | 335.5252 | 349.5346 | -14.0094 | -72.09 | 1496.1523 | -1568.2423 |
Avg Daily Profit (%) | 0.1765 | 0.1838 | -0.0074 | -0.0671 | 0.1458 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -370973 | -197022 | -182028 | -4980753 | -1818204 | -3179879 |
Profit Factor | 1.6471 | 2.1761 | 0.9367 | 0.9874 | 1.6231 | 0.5268 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 56 | 51.3514 | 60.5263 | 56 | 51.3514 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.2941 | 2.0616 | 0.6109 | 0.7758 | 1.5377 | 0.3436 |
Largest Winning Trade | 220622 | 220622 | 35761 | 1453708 | 1453708 | 598121 |
Largest Losing Trade | -91512 | -91512 | -51462 | -1223352 | -1223352 | -1148258 |
Avg Bars in Trades | 138 | 246 | 33 | 138 | 246 | 33 |
Avg Bars in Winners | 81 | 144 | 29 | 81 | 144 | 29 |
Avg Bars in Losers | 211 | 354 | 39 | 211 | 354 | 39 |
Bars Traded | 10397 | 9128 | 1270 | 10397 | 9128 | 1270 |
Profit Streak | 550.0671 | 0 | 658.7337 | 550.0671 | 0 | 658.7337 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50210 | 424933 | -578019 | -640416 | 189643 | -578019 |
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{ "first_band": { "type": "dcl", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 202, "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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