Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428199.3532 | 346967.054 | 81232.2992 | 903787.8125 | 894639.7858 | 9148.0267 |
Total P&L (%) | 428.1994 | 346.9671 | 81.2323 | 903.7878 | 894.6398 | 9.148 |
Avg Daily Profit (%) | 0.3033 | 0.2457 | 0.0575 | 0.1635 | 0.1628 | 0.0062 |
Buy And Hold Return (%) | 63.1495 | 63.1495 | 63.1495 | 63.1495 | 63.1495 | 63.1495 |
Max Trade Drawdown | -92404 | -43339 | -134047 | -2289517 | -919339 | -2382794 |
Profit Factor | 2.054 | 3.1164 | 1.3352 | 1.1561 | 1.3598 | 1.0028 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 60.4938 | 60.9756 | 60 | 60.4938 | 60.9756 | 60 |
Ratio Avg Win / Avg Loss | 1.3414 | 1.9945 | 0.8901 | 0.755 | 0.8703 | 0.6685 |
Largest Winning Trade | 77664 | 77664 | 63663 | 1118555 | 666075 | 1118555 |
Largest Losing Trade | -65597 | -21815 | -65597 | -1559125 | -498726 | -1559125 |
Avg Bars in Trades | 65 | 46 | 85 | 65 | 46 | 85 |
Avg Bars in Winners | 61 | 39 | 84 | 61 | 39 | 84 |
Avg Bars in Losers | 72 | 56 | 88 | 72 | 56 | 88 |
Bars Traded | 5318 | 1886 | 3432 | 5318 | 1886 | 3432 |
Profit Streak | 0 | 0 | 579.1624 | 0 | 0 | 579.1624 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3488 | 519167 | -191500 | -57349 | 286609 | -566806 |
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "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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