Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116693.3946 | 273362.9774 | -156669.5828 | -100046.1253 | 166662.9766 | -266709.102 |
Total P&L (%) | 116.6934 | 273.363 | -156.6696 | -100.0461 | 166.663 | -266.7091 |
Avg Daily Profit (%) | 0.0631 | 0.1479 | -0.0848 | 0 | 0.0531 | 0 |
Buy And Hold Return (%) | 35.3797 | 35.3797 | 35.3797 | 35.3797 | 35.3797 | 35.3797 |
Max Trade Drawdown | -275001 | -134158 | -302455 | -278803 | -9921 | -292560 |
Profit Factor | 1.1754 | 1.8972 | 0.5656 | 0.6714 | 16.1774 | 0.0912 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 19 | 22 | 25 | 14 | 11 |
Losing Trades | 21 | 12 | 9 | 37 | 17 | 20 |
Profitability (%) | 66.129 | 61.2903 | 70.9677 | 40.3226 | 45.1613 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.602 | 1.1982 | 0.2314 | 0.9937 | 19.644 | 0.1659 |
Largest Winning Trade | 104903 | 104903 | 29884 | 109345 | 109345 | 21109 |
Largest Losing Trade | -108296 | -77208 | -108296 | -231462 | -9921 | -231462 |
Avg Bars in Trades | 82 | 119 | 45 | 82 | 119 | 45 |
Avg Bars in Winners | 33 | 38 | 28 | 75 | 99 | 45 |
Avg Bars in Losers | 177 | 246 | 85 | 86 | 135 | 44 |
Bars Traded | 5090 | 3694 | 1396 | 5090 | 3694 | 1396 |
Profit Streak | 65.6828 | 0 | 337.6828 | 0 | 134.0162 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -296570 | 300241 | -576655 | -743319 | -116435 | -586463 |
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{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 229, "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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