Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688649.3465 | 585537.0386 | 103112.3079 | 959647.7231 | 277802.5423 | 681845.1807 |
Total P&L (%) | 688.6493 | 585.537 | 103.1123 | 959.6477 | 277.8025 | 681.8452 |
Avg Daily Profit (%) | 0.3698 | 0.3144 | 0.0554 | 0.1268 | 0.0714 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82822 | -69469 | -79411 | -624924 | -537695 | -325628 |
Profit Factor | 2.2842 | 3.0807 | 1.4046 | 1.3179 | 1.1661 | 1.5065 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 37.0968 | 33.871 | 40.3226 | 37.0968 | 33.871 | 40.3226 |
Ratio Avg Win / Avg Loss | 3.8732 | 6.0146 | 2.0789 | 2.2346 | 2.2766 | 2.2296 |
Largest Winning Trade | 438455 | 438455 | 62196 | 548816 | 548816 | 367837 |
Largest Losing Trade | -42317 | -42317 | -24561 | -144581 | -128987 | -144581 |
Avg Bars in Trades | 178 | 148 | 208 | 178 | 148 | 208 |
Avg Bars in Winners | 346 | 293 | 391 | 346 | 293 | 391 |
Avg Bars in Losers | 79 | 74 | 84 | 79 | 74 | 84 |
Bars Traded | 22124 | 9207 | 12917 | 22124 | 9207 | 12917 |
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 | 329352 | -145829 | -275366 | -26658 | -295069 | -200833 |
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{ "first_band": { "type": "rma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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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