Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119860.3273 | 85307.2929 | 34553.0343 | 160186.0872 | 110416.2905 | 49769.7967 |
Total P&L (%) | 119.8603 | 85.3073 | 34.553 | 160.1861 | 110.4163 | 49.7698 |
Avg Daily Profit (%) | 0.4603 | 0.3276 | 0.1327 | 0.3679 | 0.2861 | 0.1552 |
Buy And Hold Return (%) | 22.5719 | 22.5719 | 22.5719 | 22.5719 | 22.5719 | 22.5719 |
Max Trade Drawdown | -26443 | -25733 | -11861 | -51021 | -39514 | -21581 |
Profit Factor | 1.786 | 1.8223 | 1.7086 | 1.5694 | 1.5964 | 1.5175 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 50.3937 | 47.619 | 53.125 | 50.3937 | 47.619 | 53.125 |
Ratio Avg Win / Avg Loss | 1.7581 | 2.0046 | 1.5076 | 1.5449 | 1.7561 | 1.339 |
Largest Winning Trade | 47366 | 47366 | 8317 | 77031 | 77031 | 16233 |
Largest Losing Trade | -13753 | -13753 | -6583 | -18889 | -18889 | -13057 |
Avg Bars in Trades | 190 | 321 | 61 | 190 | 321 | 61 |
Avg Bars in Winners | 237 | 432 | 64 | 237 | 432 | 64 |
Avg Bars in Losers | 142 | 219 | 56 | 142 | 219 | 56 |
Bars Traded | 24144 | 20232 | 3912 | 24144 | 20232 | 3912 |
Profit Streak | 4.4297 | 18.4297 | 4.4297 | 4.4297 | 18.4297 | 4.4297 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422762 | -138185 | -162665 | 415243 | -138002 | -136861 |
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{ "first_band": { "type": "dcl", "factors": { "length": 158, "offset": 196 } }, "second_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 158, "offset": 196 } }, "second_band": { "type": "pwma", "factors": { "length": 225, "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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