Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218418.6774 | 1254171.2186 | -35752.5412 | -22874.5013 | 969935.4682 | -992809.9695 |
Total P&L (%) | 1218.4187 | 1254.1712 | -35.7525 | -22.8745 | 969.9355 | -992.81 |
Avg Daily Profit (%) | 0.6825 | 0.7025 | -0.02 | -0.0145 | 0.1329 | 0 |
Buy And Hold Return (%) | 412.3114 | 412.3114 | 412.3114 | 412.3114 | 412.3114 | 412.3114 |
Max Trade Drawdown | -213850 | -162735 | -156995 | -1315630 | -576492 | -1336516 |
Profit Factor | 2.3073 | 3.8233 | 0.9267 | 0.9919 | 2.0482 | 0.4752 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 47.0968 | 41.0256 | 53.2468 | 47.0968 | 41.0256 | 53.2468 |
Ratio Avg Win / Avg Loss | 2.5918 | 5.4961 | 0.8137 | 1.1142 | 2.9443 | 0.4172 |
Largest Winning Trade | 790623 | 790623 | 54239 | 1213094 | 1213094 | 230009 |
Largest Losing Trade | -89502 | -33953 | -89502 | -1223084 | -222079 | -1223084 |
Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
Avg Bars in Winners | 60 | 67 | 54 | 60 | 67 | 54 |
Avg Bars in Losers | 32 | 41 | 21 | 32 | 41 | 21 |
Bars Traded | 7054 | 4039 | 3015 | 7054 | 4039 | 3015 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471135 | -21757 | -622315 | -579428 | -53846 | -622315 |
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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