Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861022.6539 | 768393.1426 | 92629.5113 | 5215821.8191 | 4277001.8592 | 938819.9599 |
Total P&L (%) | 861.0227 | 768.3931 | 92.6295 | 5215.8218 | 4277.0019 | 938.82 |
Avg Daily Profit (%) | 0.3444 | 0.3073 | 0.037 | 0.159 | 0.1513 | 0.0937 |
Buy And Hold Return (%) | 573.6682 | 573.6682 | 573.6682 | 573.6682 | 573.6682 | 573.6682 |
Max Trade Drawdown | -131091 | -89323 | -58662 | -411978 | -357525 | -210221 |
Profit Factor | 3.3606 | 4.1829 | 1.7511 | 5.3049 | 5.9477 | 3.7043 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 58.2278 | 53.8462 | 62.5 | 58.2278 | 53.8462 | 62.5 |
Ratio Avg Win / Avg Loss | 2.4109 | 3.5853 | 1.0507 | 3.8057 | 5.098 | 2.2226 |
Largest Winning Trade | 387564 | 387564 | 25040 | 1900236 | 1900236 | 451116 |
Largest Losing Trade | -67446 | -67446 | -35735 | -357525 | -357525 | -173432 |
Avg Bars in Trades | 91 | 162 | 22 | 91 | 162 | 22 |
Avg Bars in Winners | 71 | 126 | 25 | 71 | 126 | 25 |
Avg Bars in Losers | 119 | 203 | 17 | 119 | 203 | 17 |
Bars Traded | 7227 | 6326 | 901 | 7227 | 6326 | 901 |
Profit Streak | 106.0109 | 106.0109 | 254.3443 | 106.0109 | 106.0109 | 254.3443 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23097 | -42943 | -303700 | -12872 | 618897 | -66701 |
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{ "first_band": { "type": "dcl", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } } }
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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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