Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632537.7064 | 499780.9527 | 132756.7537 | 763979.4232 | 1000322.6658 | -236343.2426 |
Total P&L (%) | 632.5377 | 499.781 | 132.7568 | 763.9794 | 1000.3227 | -236.3432 |
Avg Daily Profit (%) | 0.3326 | 0.2628 | 0.0698 | 0.1134 | 0.1262 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107260 | -80291 | -146460 | -2279517 | -1422297 | -1518267 |
Profit Factor | 2.0933 | 2.9335 | 1.4148 | 1.0976 | 1.2696 | 0.9426 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 57.7465 | 61.1111 | 54.2857 | 57.7465 | 61.1111 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.5317 | 1.8667 | 1.1914 | 0.8031 | 0.8079 | 0.7937 |
Largest Winning Trade | 260681 | 260681 | 67606 | 1268301 | 1268301 | 958874 |
Largest Losing Trade | -62933 | -40579 | -62933 | -832944 | -653529 | -832944 |
Avg Bars in Trades | 103 | 63 | 145 | 103 | 63 | 145 |
Avg Bars in Winners | 116 | 64 | 177 | 116 | 64 | 177 |
Avg Bars in Losers | 86 | 63 | 107 | 86 | 63 | 107 |
Bars Traded | 7373 | 2292 | 5081 | 7373 | 2292 | 5081 |
Profit Streak | 485.6393 | 485.6393 | 577.6393 | 485.6393 | 485.6393 | 577.6393 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75883 | 568144 | -97450 | -244975 | -23913 | -579273 |
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 25, "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) |
---|