Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429893.8771 | 431127.8465 | -1233.9694 | 137182.256 | 210081.3172 | -72899.0612 |
Total P&L (%) | 429.8939 | 431.1278 | -1.234 | 137.1823 | 210.0813 | -72.8991 |
Avg Daily Profit (%) | 0.8254 | 0.8278 | -0.0024 | 0.166 | 0.2175 | -0.2504 |
Buy And Hold Return (%) | 102.0612 | 102.0612 | 102.0612 | 102.0612 | 102.0612 | 102.0612 |
Max Trade Drawdown | -72579 | -61518 | -48818 | -202592 | -144374 | -111467 |
Profit Factor | 2.5959 | 4.0018 | 0.9902 | 1.2962 | 1.8512 | 0.663 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.7641 | 5.8027 | 1.4358 | 1.8795 | 2.6843 | 0.9613 |
Largest Winning Trade | 476007 | 476007 | 33535 | 292282 | 292282 | 35100 |
Largest Losing Trade | -26257 | -17984 | -26257 | -60309 | -43001 | -60309 |
Avg Bars in Trades | 249 | 223 | 275 | 249 | 223 | 275 |
Avg Bars in Winners | 406 | 307 | 506 | 406 | 307 | 506 |
Avg Bars in Losers | 141 | 166 | 116 | 141 | 166 | 116 |
Bars Traded | 24461 | 10961 | 13500 | 24461 | 10961 | 13500 |
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 | 425114 | 495702 | -583155 | -54096 | 26651 | -584821 |
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{ "first_band": { "type": "rma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 211, "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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