Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525830.4551 | 446455.083 | 79375.3721 | 299701.8468 | -296236.1267 | 595937.9735 |
Total P&L (%) | 525.8305 | 446.4551 | 79.3754 | 299.7018 | -296.2361 | 595.938 |
Avg Daily Profit (%) | 0.275 | 0.2335 | 0.0415 | 0.0725 | 0 | 0.1015 |
Buy And Hold Return (%) | 19.4737 | 19.4737 | 19.4737 | 19.4737 | 19.4737 | 19.4737 |
Max Trade Drawdown | -114222 | -148618 | -52376 | -1227852 | -1148989 | -78863 |
Profit Factor | 2.1163 | 2.3145 | 1.6041 | 1.1102 | 0.8797 | 3.3107 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 53.5211 | 48.5714 | 58.3333 | 53.5211 | 48.5714 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.8378 | 2.4506 | 1.1458 | 0.9641 | 0.9314 | 2.3648 |
Largest Winning Trade | 290550 | 290550 | 29831 | 1137088 | 1137088 | 106036 |
Largest Losing Trade | -60507 | -60507 | -38325 | -769848 | -769848 | -63146 |
Avg Bars in Trades | 72 | 138 | 7 | 72 | 138 | 7 |
Avg Bars in Winners | 52 | 108 | 7 | 52 | 108 | 7 |
Avg Bars in Losers | 94 | 166 | 6 | 94 | 166 | 6 |
Bars Traded | 5115 | 4847 | 268 | 5115 | 4847 | 268 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77839 | 422974 | -136327 | -287674 | -581343 | -49342 |
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{ "first_band": { "type": "dcl", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 78, "offset": 146 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 78, "offset": 146 } } }
# | 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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