Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106349.4715 | 75818.7044 | 30530.767 | 122929.23 | 106831.0822 | 16098.1478 |
Total P&L (%) | 106.3495 | 75.8187 | 30.5308 | 122.9292 | 106.8311 | 16.0981 |
Avg Daily Profit (%) | 0.4084 | 0.2911 | 0.1172 | 0.3083 | 0.2795 | 0.0573 |
Buy And Hold Return (%) | 23.3967 | 23.3967 | 23.3967 | 23.3967 | 23.3967 | 23.3967 |
Max Trade Drawdown | -46880 | -33315 | -32008 | -94330 | -58804 | -89772 |
Profit Factor | 1.5104 | 1.8914 | 1.2476 | 1.3057 | 1.6873 | 1.0653 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 71.5232 | 76 | 67.1053 | 71.5232 | 76 | 67.1053 |
Ratio Avg Win / Avg Loss | 0.6014 | 0.5973 | 0.6116 | 0.5199 | 0.5328 | 0.5222 |
Largest Winning Trade | 9967 | 9967 | 8413 | 16918 | 16918 | 15108 |
Largest Losing Trade | -31503 | -23978 | -31503 | -89772 | -42074 | -89772 |
Avg Bars in Trades | 157 | 157 | 158 | 157 | 157 | 158 |
Avg Bars in Winners | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Losers | 331 | 370 | 303 | 331 | 370 | 303 |
Bars Traded | 23832 | 11787 | 12045 | 23832 | 11787 | 12045 |
Profit Streak | 9.3492 | 9.3492 | 11.8284 | 9.3492 | 9.3492 | 11.8284 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402618 | -47278 | -156149 | 347445 | -46594 | -479382 |
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{ "first_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 226, "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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