Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175016.724 | 308644.9366 | -133628.2126 | -96412.6277 | 1201773.168 | -1298185.7956 |
Total P&L (%) | 175.0167 | 308.6449 | -133.6282 | -96.4126 | 1201.7732 | -1298.1858 |
Avg Daily Profit (%) | 0.0932 | 0.1643 | -0.0711 | -0.177 | 0.1367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -485673 | -276264 | -308574 | -2358630 | -928844 | -1752191 |
Profit Factor | 1.0936 | 1.321 | 0.8528 | 0.9864 | 1.3321 | 0.6274 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Losing Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Profitability (%) | 45.3846 | 45.641 | 45.1282 | 45.3846 | 45.641 | 45.1282 |
Ratio Avg Win / Avg Loss | 1.3161 | 1.5734 | 1.0369 | 1.1871 | 1.5866 | 0.7629 |
Largest Winning Trade | 227226 | 227226 | 33903 | 1010937 | 1010937 | 360155 |
Largest Losing Trade | -49121 | -37065 | -49121 | -842975 | -738011 | -842975 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 11048 | 6100 | 4948 | 11048 | 6100 | 4948 |
Profit Streak | 12.572 | 14.7387 | 0 | 12.572 | 14.7387 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184996 | 305381 | -580262 | -577975 | -8909 | -581929 |
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{ "first_band": { "type": "rma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 82, "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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