Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493640.2628 | 500230.6551 | -6590.3923 | -40459.4896 | 252054.3258 | -292513.8154 |
Total P&L (%) | 493.6403 | 500.2307 | -6.5904 | -40.4595 | 252.0543 | -292.5138 |
Avg Daily Profit (%) | 0.2673 | 0.2708 | -0.0036 | -0.0281 | 0.0682 | 0 |
Buy And Hold Return (%) | 173.9319 | 173.9319 | 173.9319 | 173.9319 | 173.9319 | 173.9319 |
Max Trade Drawdown | -144546 | -144356 | -88320 | -953393 | -954808 | -429883 |
Profit Factor | 1.7976 | 2.4001 | 0.9748 | 0.985 | 1.1598 | 0.7384 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 61.5385 | 62.5 | 60.6061 | 61.5385 | 62.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.1235 | 1.44 | 0.6336 | 0.6156 | 0.6959 | 0.4799 |
Largest Winning Trade | 186116 | 186116 | 30016 | 648972 | 648972 | 208582 |
Largest Losing Trade | -84176 | -75765 | -84176 | -598784 | -598784 | -382129 |
Avg Bars in Trades | 52 | 86 | 19 | 52 | 86 | 19 |
Avg Bars in Winners | 29 | 42 | 17 | 29 | 42 | 17 |
Avg Bars in Losers | 89 | 160 | 23 | 89 | 160 | 23 |
Bars Traded | 3419 | 2775 | 644 | 3419 | 2775 | 644 |
Profit Streak | 61.8635 | 0 | 133.3635 | 61.8635 | 0 | 133.3635 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126704 | 376955 | -578190 | -714722 | -172783 | -578190 |
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{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 108, "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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