Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334490.1194 | 1321061.6713 | 13428.4481 | 1667092.8504 | 2468332.4408 | -801239.5904 |
Total P&L (%) | 1334.4901 | 1321.0617 | 13.4284 | 1667.0929 | 2468.3324 | -801.2396 |
Avg Daily Profit (%) | 0.7306 | 0.7232 | 0.0074 | 0.1573 | 0.1779 | 0 |
Buy And Hold Return (%) | 665.7528 | 665.7528 | 665.7528 | 665.7528 | 665.7528 | 665.7528 |
Max Trade Drawdown | -123219 | -64403 | -101824 | -1960750 | -1229200 | -1216749 |
Profit Factor | 2.7261 | 4.6698 | 1.0325 | 1.1876 | 1.5904 | 0.8297 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 42.1384 | 37.9747 | 46.25 | 42.1384 | 37.9747 | 46.25 |
Ratio Avg Win / Avg Loss | 3.7433 | 7.6273 | 1.1999 | 1.6308 | 2.5976 | 0.9642 |
Largest Winning Trade | 800273 | 800273 | 79461 | 2031721 | 2031721 | 675579 |
Largest Losing Trade | -32817 | -20429 | -32817 | -575104 | -575104 | -460092 |
Avg Bars in Trades | 68 | 67 | 68 | 68 | 67 | 68 |
Avg Bars in Winners | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Losers | 43 | 42 | 43 | 43 | 42 | 43 |
Bars Traded | 10816 | 5361 | 5455 | 10816 | 5361 | 5455 |
Profit Streak | 0 | 75.2572 | 0 | 0 | 75.2572 | 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 | 312863 | -17600 | -554473 | -11129 | -22333 | -601694 |
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{ "first_band": { "type": "rma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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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