Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151837.5337 | 76542.0261 | 75295.5076 | 239625.5427 | 126027.938 | 113597.6047 |
Total P&L (%) | 151.8375 | 76.542 | 75.2955 | 239.6255 | 126.0279 | 113.5976 |
Avg Daily Profit (%) | 0.583 | 0.2939 | 0.2891 | 0.4706 | 0.3136 | 0.2918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44028 | -39885 | -39847 | -107494 | -87464 | -93976 |
Profit Factor | 1.377 | 1.3647 | 1.3905 | 1.2652 | 1.2697 | 1.2603 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Losing Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Profitability (%) | 50.1548 | 52.1739 | 48.1481 | 50.1548 | 52.1739 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.3685 | 1.251 | 1.4974 | 1.2573 | 1.1639 | 1.3572 |
Largest Winning Trade | 28977 | 28977 | 16269 | 34066 | 31986 | 34066 |
Largest Losing Trade | -12819 | -11269 | -12819 | -36088 | -36088 | -33666 |
Avg Bars in Trades | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Winners | 78 | 71 | 86 | 78 | 71 | 86 |
Avg Bars in Losers | 73 | 84 | 63 | 73 | 84 | 63 |
Bars Traded | 24632 | 12525 | 12108 | 24632 | 12525 | 12108 |
Profit Streak | 3.0589 | 0 | 4.663 | 3.0589 | 0 | 4.663 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384133 | 290776 | 273494 | 324923 | 275949 | 245692 |
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 72, "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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