Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817466.0011 | 691519.743 | 125946.2581 | 3470285.5236 | 6523576.2343 | -3053290.7107 |
Total P&L (%) | 817.466 | 691.5197 | 125.9463 | 3470.2855 | 6523.5762 | -3053.2907 |
Avg Daily Profit (%) | 0.4429 | 0.3746 | 0.0682 | 0.1939 | 0.2274 | 0 |
Buy And Hold Return (%) | 199.825 | 199.825 | 199.825 | 199.825 | 199.825 | 199.825 |
Max Trade Drawdown | -150189 | -146846 | -115050 | -10767402 | -8602143 | -11374885 |
Profit Factor | 1.6428 | 2.0255 | 1.2108 | 1.0572 | 1.2043 | 0.8936 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 49.4585 | 45.6522 | 53.2374 | 49.4585 | 45.6522 | 53.2374 |
Ratio Avg Win / Avg Loss | 1.6787 | 2.4114 | 1.0635 | 1.0804 | 1.4337 | 0.7849 |
Largest Winning Trade | 111282 | 111282 | 43227 | 4696722 | 4696722 | 1891895 |
Largest Losing Trade | -51026 | -39391 | -51026 | -4615078 | -3946950 | -4615078 |
Avg Bars in Trades | 78 | 93 | 64 | 78 | 93 | 64 |
Avg Bars in Winners | 97 | 121 | 77 | 97 | 121 | 77 |
Avg Bars in Losers | 59 | 69 | 48 | 59 | 69 | 48 |
Bars Traded | 21799 | 12897 | 8902 | 21799 | 12897 | 8902 |
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 | 443560 | 316757 | -267838 | -148349 | 212106 | -580544 |
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{ "first_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 221, "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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