Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386259.7894 | 439565.0105 | -53305.2211 | -135430.5193 | 380313.1519 | -515743.6713 |
Total P&L (%) | 386.2598 | 439.565 | -53.3052 | -135.4305 | 380.3132 | -515.7437 |
Avg Daily Profit (%) | 0.2058 | 0.2342 | -0.0284 | 0 | 0.0836 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200445 | -114419 | -166308 | -808877 | -221599 | -757812 |
Profit Factor | 1.6653 | 2.5206 | 0.8171 | 0.885 | 2.1997 | 0.4005 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 20 | 22 | 46 | 24 | 22 |
Losing Trades | 48 | 25 | 23 | 44 | 21 | 23 |
Profitability (%) | 46.6667 | 44.4444 | 48.8889 | 51.1111 | 53.3333 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.9033 | 3.1508 | 0.8543 | 0.8465 | 1.9248 | 0.4188 |
Largest Winning Trade | 514114 | 514114 | 47583 | 507594 | 507594 | 145729 |
Largest Losing Trade | -119047 | -43196 | -119047 | -751235 | -151547 | -751235 |
Avg Bars in Trades | 120 | 119 | 121 | 120 | 119 | 121 |
Avg Bars in Winners | 169 | 150 | 187 | 100 | 142 | 56 |
Avg Bars in Losers | 77 | 95 | 57 | 140 | 93 | 183 |
Bars Traded | 10830 | 5381 | 5449 | 10830 | 5381 | 5449 |
Profit Streak | 74.3987 | 108.0653 | 74.3987 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402883 | 431191 | -580178 | -580393 | -76611 | -581144 |
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{ "first_band": { "type": "rma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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