Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634921.3422 | 539791.9656 | 95129.3766 | 3917986.5257 | 4868273.5153 | -950286.9897 |
Total P&L (%) | 634.9213 | 539.792 | 95.1294 | 3917.9865 | 4868.2735 | -950.287 |
Avg Daily Profit (%) | 0.254 | 0.2159 | 0.0381 | 0.1478 | 0.1563 | 0 |
Buy And Hold Return (%) | 742.5871 | 742.5871 | 742.5871 | 742.5871 | 742.5871 | 742.5871 |
Max Trade Drawdown | -92337 | -58992 | -80777 | -2015269 | -322093 | -2104644 |
Profit Factor | 3.4515 | 6.0485 | 1.6255 | 2.1165 | 8.6627 | 0.6693 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 69.5652 | 73.5294 | 65.7143 | 69.5652 | 73.5294 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.51 | 2.1775 | 0.8481 | 0.926 | 3.1186 | 0.3492 |
Largest Winning Trade | 175651 | 175651 | 41344 | 2356650 | 2356650 | 448775 |
Largest Losing Trade | -55210 | -55210 | -54491 | -2015269 | -300684 | -2015269 |
Avg Bars in Trades | 132 | 222 | 44 | 132 | 222 | 44 |
Avg Bars in Winners | 124 | 196 | 46 | 124 | 196 | 46 |
Avg Bars in Losers | 150 | 296 | 40 | 150 | 296 | 40 |
Bars Traded | 9147 | 7576 | 1571 | 9147 | 7576 | 1571 |
Profit Streak | 226.4979 | 350.9979 | 226.4979 | 226.4979 | 350.9979 | 226.4979 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252712 | -144679 | -304164 | -97201 | 730538 | -577394 |
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{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 200, "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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