Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573553.11 | 673205.9128 | -99652.8027 | -96762.2812 | -40477.1314 | -56285.1498 |
Total P&L (%) | 573.5531 | 673.2059 | -99.6528 | -96.7623 | -40.4771 | -56.2852 |
Avg Daily Profit (%) | 0.359 | 0.4214 | -0.0624 | -0.2145 | -0.0325 | -0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296651 | -176852 | -128799 | -139546 | -101326 | -43322 |
Profit Factor | 1.7499 | 2.6476 | 0.7202 | 0.6458 | 0.7031 | 0.5886 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 37.1429 | 34.2857 | 40 | 37.1429 | 34.2857 | 40 |
Ratio Avg Win / Avg Loss | 2.9614 | 5.0746 | 1.0804 | 1.0928 | 1.3477 | 0.8829 |
Largest Winning Trade | 789437 | 789437 | 45176 | 56910 | 56910 | 41562 |
Largest Losing Trade | -76045 | -51897 | -76045 | -37108 | -35313 | -37108 |
Avg Bars in Trades | 64 | 65 | 64 | 64 | 65 | 64 |
Avg Bars in Winners | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Losers | 39 | 42 | 35 | 39 | 42 | 35 |
Bars Traded | 4544 | 2303 | 2241 | 4544 | 2303 | 2241 |
Profit Streak | 0 | 0 | 69.7047 | 0 | 0 | 69.7047 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91063 | 318923 | -581631 | -682888 | -585232 | -583297 |
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{ "first_band": { "type": "rma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "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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