Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189899.7624 | 122669.4115 | 67230.3509 | 157135.6062 | -20816.3173 | 177951.9235 |
Total P&L (%) | 189.8998 | 122.6694 | 67.2304 | 157.1356 | -20.8163 | 177.9519 |
Avg Daily Profit (%) | 0.3646 | 0.2355 | 0.1291 | 0.1815 | -0.0448 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67724 | -81023 | -13895 | -376586 | -418975 | -41140 |
Profit Factor | 1.8108 | 1.6574 | 2.4118 | 1.2203 | 0.966 | 2.769 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 62.0253 | 56.4103 | 67.5 | 62.0253 | 56.4103 | 67.5 |
Ratio Avg Win / Avg Loss | 1.1086 | 1.2807 | 1.1613 | 0.7471 | 0.7465 | 1.3332 |
Largest Winning Trade | 119302 | 119302 | 13262 | 194538 | 194538 | 48204 |
Largest Losing Trade | -49691 | -49691 | -10846 | -250832 | -250832 | -29892 |
Avg Bars in Trades | 302 | 491 | 118 | 302 | 491 | 118 |
Avg Bars in Winners | 204 | 330 | 102 | 204 | 330 | 102 |
Avg Bars in Losers | 462 | 700 | 151 | 462 | 700 | 151 |
Bars Traded | 23902 | 19165 | 4737 | 23902 | 19165 | 4737 |
Profit Streak | 11.6704 | 0 | 12.6704 | 11.6704 | 0 | 12.6704 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18028 | 368474 | -14586 | -23987 | -580495 | 524677 |
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{ "first_band": { "type": "dcl", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 128, "offset": 181 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 128, "offset": 181 } } }
# | 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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