Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786501.1717 | 659754.1789 | 126746.9928 | -7526588.1837 | 20442217.3274 | -27968805.511 |
Total P&L (%) | 786.5012 | 659.7542 | 126.747 | -7526.5882 | 20442.2173 | -27968.8055 |
Avg Daily Profit (%) | 0.3147 | 0.264 | 0.0507 | 0 | 0.2133 | 0 |
Buy And Hold Return (%) | 801.895 | 801.895 | 801.895 | 801.895 | 801.895 | 801.895 |
Max Trade Drawdown | -118851 | -81688 | -112794 | -34273238 | -2420180 | -32131657 |
Profit Factor | 3.628 | 5.5048 | 1.8294 | 0.8001 | 5.3744 | 0.1518 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 19 | 24 | 41 | 20 | 21 |
Losing Trades | 20 | 12 | 8 | 22 | 11 | 11 |
Profitability (%) | 68.254 | 61.2903 | 75 | 65.0794 | 64.5161 | 65.625 |
Ratio Avg Win / Avg Loss | 1.6875 | 3.4767 | 0.6098 | 0.4293 | 2.9559 | 0.0795 |
Largest Winning Trade | 185973 | 185973 | 33613 | 17458834 | 17458834 | 1051317 |
Largest Losing Trade | -112794 | -51729 | -112794 | -30281656 | -2420180 | -30281656 |
Avg Bars in Trades | 224 | 311 | 139 | 224 | 311 | 139 |
Avg Bars in Winners | 190 | 259 | 135 | 199 | 265 | 136 |
Avg Bars in Losers | 297 | 392 | 154 | 270 | 394 | 147 |
Bars Traded | 14124 | 9647 | 4477 | 14124 | 9647 | 4477 |
Profit Streak | 125.3511 | 125.3511 | 244.6844 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297253 | -147038 | -285716 | -729823 | 650249 | -578784 |
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{ "first_band": { "type": "dcl", "factors": { "length": 63, "offset": 16 } }, "second_band": { "type": "sma", "factors": { "length": 97, "offset": 230 } } }
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# | 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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