Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189591.0258 | 292190.5613 | -102599.5356 | -114199.0068 | 208073.1118 | -322272.1186 |
Total P&L (%) | 189.591 | 292.1906 | -102.5995 | -114.199 | 208.0731 | -322.2721 |
Avg Daily Profit (%) | 0.0995 | 0.1533 | -0.0538 | 0 | 0.0591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153168 | -109815 | -199505 | -216277 | -83747 | -357608 |
Profit Factor | 1.2323 | 2.0234 | 0.8066 | 0.8503 | 2.0114 | 0.4216 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 20 | 17 | 36 | 20 | 16 |
Losing Trades | 55 | 26 | 29 | 56 | 26 | 30 |
Profitability (%) | 40.2174 | 43.4783 | 36.9565 | 39.1304 | 43.4783 | 34.7826 |
Ratio Avg Win / Avg Loss | 1.8318 | 2.6304 | 1.376 | 1.3227 | 2.6148 | 0.7904 |
Largest Winning Trade | 173275 | 173275 | 62437 | 126491 | 126491 | 46891 |
Largest Losing Trade | -121550 | -31617 | -121550 | -99942 | -34197 | -99942 |
Avg Bars in Trades | 235 | 127 | 342 | 235 | 127 | 342 |
Avg Bars in Winners | 391 | 199 | 618 | 371 | 219 | 561 |
Avg Bars in Losers | 129 | 72 | 180 | 147 | 56 | 226 |
Bars Traded | 21628 | 5860 | 15768 | 21628 | 5860 | 15768 |
Profit Streak | 0 | 0 | 110.8927 | 73.0594 | 107.476 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62955 | 309764 | -583547 | -582535 | -112151 | -586622 |
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{ "first_band": { "type": "rma", "factors": { "length": 41, "offset": 229 } }, "second_band": { "type": "dcl", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 41, "offset": 229 } }, "second_band": { "type": "dcl", "factors": { "length": 80, "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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