Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -90222.2274 | 250789.0146 | -341011.242 | 12438132.0907 | 2355604.4498 | 10082527.641 |
Total P&L (%) | -90.2222 | 250.789 | -341.0112 | 12438.1321 | 2355.6045 | 10082.5276 |
Avg Daily Profit (%) | -0.0373 | 0.1036 | -0.1409 | 0.1998 | 0.1324 | 0.1912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -680340 | -50429 | -707626 | -5878593 | -5763244 | -2176058 |
Profit Factor | 0.9132 | 1.9794 | 0.5646 | 1.8106 | 1.2054 | 3.6016 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 25 | 27 | 52 | 24 | 28 |
Losing Trades | 34 | 18 | 16 | 34 | 19 | 15 |
Profitability (%) | 60.4651 | 58.1395 | 62.7907 | 60.4651 | 55.814 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.5971 | 1.4252 | 0.3346 | 1.1839 | 0.9543 | 1.9295 |
Largest Winning Trade | 98008 | 98008 | 65075 | 3298176 | 3298176 | 2668629 |
Largest Losing Trade | -526938 | -50429 | -526938 | -5763244 | -5763244 | -1690007 |
Avg Bars in Trades | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Winners | 62 | 55 | 69 | 71 | 54 | 86 |
Avg Bars in Losers | 104 | 109 | 99 | 91 | 108 | 68 |
Bars Traded | 6828 | 3365 | 3463 | 6828 | 3365 | 3463 |
Profit Streak | 88.6405 | 88.9738 | 88.6405 | 88.6405 | 88.9738 | 88.6405 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577953 | -50316 | -578510 | 474636 | -16708 | 622840 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 118, "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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