Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440360.536 | 567303.2946 | -126942.7586 | -87353.4285 | -38822.8908 | -48530.5377 |
Total P&L (%) | 440.3605 | 567.3033 | -126.9428 | -87.3534 | -38.8229 | -48.5305 |
Avg Daily Profit (%) | 0.2115 | 0.2724 | -0.061 | -0.0992 | -0.0236 | -0.0319 |
Buy And Hold Return (%) | 72.3715 | 72.3715 | 72.3715 | 72.3715 | 72.3715 | 72.3715 |
Max Trade Drawdown | -261655 | -70781 | -191198 | -99512 | -35499 | -69549 |
Profit Factor | 1.5117 | 2.5591 | 0.7444 | 0.7124 | 0.71 | 0.7143 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 49.1124 | 43.5294 | 54.7619 | 49.1124 | 43.5294 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.5664 | 3.3199 | 0.615 | 0.7382 | 0.9211 | 0.5901 |
Largest Winning Trade | 647973 | 647973 | 42700 | 33615 | 33615 | 19295 |
Largest Losing Trade | -51609 | -48549 | -51609 | -25573 | -23017 | -25573 |
Avg Bars in Trades | 143 | 53 | 235 | 143 | 53 | 235 |
Avg Bars in Winners | 194 | 52 | 308 | 194 | 52 | 308 |
Avg Bars in Losers | 94 | 53 | 147 | 94 | 53 | 147 |
Bars Traded | 24309 | 4518 | 19791 | 24309 | 4518 | 19791 |
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 | 364957 | 384939 | -580490 | -580237 | -583621 | -580490 |
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{ "first_band": { "type": "rma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 40, "offset": 38 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 40, "offset": 38 } } }
# | 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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