Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702947.7008 | 611413.0692 | 91534.6316 | 4138733.3439 | 4306037.8672 | -167304.5233 |
Total P&L (%) | 702.9477 | 611.4131 | 91.5346 | 4138.7333 | 4306.0379 | -167.3045 |
Avg Daily Profit (%) | 0.2811 | 0.2445 | 0.0366 | 0.15 | 0.1515 | 0 |
Buy And Hold Return (%) | 749.7082 | 749.7082 | 749.7082 | 749.7082 | 749.7082 | 749.7082 |
Max Trade Drawdown | -136857 | -107060 | -53808 | -2309288 | -1669029 | -1963025 |
Profit Factor | 2.8829 | 3.6883 | 1.6274 | 1.8387 | 2.9221 | 0.9379 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 60.274 | 58.3333 | 62.1622 | 60.274 | 58.3333 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.9001 | 2.6345 | 0.9906 | 1.2119 | 2.0872 | 0.5709 |
Largest Winning Trade | 166951 | 166951 | 34455 | 1901515 | 1901515 | 592366 |
Largest Losing Trade | -54853 | -54853 | -51828 | -1575831 | -1096655 | -1575831 |
Avg Bars in Trades | 93 | 162 | 25 | 93 | 162 | 25 |
Avg Bars in Winners | 83 | 140 | 31 | 83 | 140 | 31 |
Avg Bars in Losers | 107 | 191 | 16 | 107 | 191 | 16 |
Bars Traded | 6789 | 5833 | 956 | 6789 | 5833 | 956 |
Profit Streak | 118.3165 | 118.3165 | 261.6498 | 118.3165 | 118.3165 | 261.6498 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224858 | -148883 | -306257 | -64358 | 504284 | -577566 |
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } } }
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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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