Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602976.6279 | 706328.7617 | -103352.1338 | 6175171.8361 | -752880.328 | 6928052.1641 |
Total P&L (%) | 602.9766 | 706.3288 | -103.3521 | 6175.1718 | -752.8803 | 6928.0522 |
Avg Daily Profit (%) | 0.3229 | 0.3783 | -0.0554 | 0.2219 | 0 | 0.228 |
Buy And Hold Return (%) | 454.4177 | 454.4177 | 454.4177 | 454.4177 | 454.4177 | 454.4177 |
Max Trade Drawdown | -196770 | -140174 | -303184 | -2856739 | -3640787 | -690254 |
Profit Factor | 1.9167 | 3.9662 | 0.7537 | 1.7062 | 0.896 | 5.6048 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 15 | 21 | 34 | 12 | 22 |
Losing Trades | 29 | 17 | 12 | 31 | 20 | 11 |
Profitability (%) | 55.3846 | 46.875 | 63.6364 | 52.3077 | 37.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.544 | 4.4951 | 0.4307 | 1.5556 | 1.4933 | 2.8024 |
Largest Winning Trade | 269581 | 269581 | 61754 | 3232543 | 2472871 | 3232543 |
Largest Losing Trade | -196401 | -58656 | -196401 | -1601386 | -1601386 | -428854 |
Avg Bars in Trades | 110 | 144 | 77 | 110 | 144 | 77 |
Avg Bars in Winners | 123 | 172 | 87 | 118 | 182 | 84 |
Avg Bars in Losers | 95 | 120 | 60 | 101 | 121 | 65 |
Bars Traded | 7199 | 4632 | 2567 | 7199 | 4632 | 2567 |
Profit Streak | 0 | 110.1581 | 0 | 0 | 110.1581 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186642 | 232156 | -579035 | -124242 | -583046 | 671443 |
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 107 } }, "second_band": { "type": "rma", "factors": { "length": 235, "offset": 0 } } }
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# | 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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