Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447667.4065 | 456893.6126 | -9226.206 | 204325.8579 | -1035428.6443 | 1239754.5023 |
Total P&L (%) | 447.6674 | 456.8936 | -9.2262 | 204.3259 | -1035.4286 | 1239.7545 |
Avg Daily Profit (%) | 0.2265 | 0.2311 | -0.0047 | 0.0563 | 0 | 0.1314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165598 | -139533 | -37635 | -8632388 | -8515102 | -225077 |
Profit Factor | 2.4884 | 3.5488 | 0.9241 | 1.0213 | 0.8815 | 2.4915 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 52.6882 | 56.5217 | 48.9362 | 52.6882 | 56.5217 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2345 | 2.7299 | 0.9642 | 0.9171 | 0.6781 | 2.5998 |
Largest Winning Trade | 87996 | 87996 | 15467 | 3124336 | 3124336 | 849762 |
Largest Losing Trade | -94349 | -94349 | -26404 | -8354355 | -8354355 | -225077 |
Avg Bars in Trades | 65 | 126 | 5 | 65 | 126 | 5 |
Avg Bars in Winners | 74 | 134 | 6 | 74 | 134 | 6 |
Avg Bars in Losers | 55 | 116 | 4 | 55 | 116 | 4 |
Bars Traded | 6084 | 5826 | 258 | 6084 | 5826 | 258 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474717 | 559329 | -580832 | -315832 | -579859 | -12541 |
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{ "first_band": { "type": "dcl", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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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