Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147183.2296 | 64635.8706 | 82547.359 | 132149.866 | 10725.9546 | 121423.9114 |
Total P&L (%) | 147.1832 | 64.6359 | 82.5474 | 132.1499 | 10.726 | 121.4239 |
Avg Daily Profit (%) | 0.255 | 0.112 | 0.143 | 0.1461 | 0.0177 | 0.1378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53200 | -55678 | -57376 | -149581 | -161888 | -124504 |
Profit Factor | 1.225 | 1.1912 | 1.2611 | 1.1086 | 1.0162 | 1.2179 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 187 | 95 | 92 | 187 | 95 | 92 |
Losing Trades | 191 | 94 | 97 | 191 | 94 | 97 |
Profitability (%) | 49.4709 | 50.2646 | 48.6772 | 49.4709 | 50.2646 | 48.6772 |
Ratio Avg Win / Avg Loss | 1.2512 | 1.1787 | 1.3296 | 1.1323 | 1.0055 | 1.2841 |
Largest Winning Trade | 25597 | 18779 | 25597 | 61688 | 36160 | 61688 |
Largest Losing Trade | -35630 | -35630 | -14059 | -108337 | -108337 | -24239 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 13704 | 6617 | 7087 | 13704 | 6617 | 7087 |
Profit Streak | 471.3921 | 0 | 471.4338 | 471.3921 | 0 | 471.4338 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348540 | -53918 | -2122 | -97228 | -515035 | -9320 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 37, "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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