Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883644.92 | 758994.3871 | 124650.5329 | 1152791.0479 | 55076.3016 | 1097714.7464 |
Total P&L (%) | 883.6449 | 758.9944 | 124.6505 | 1152.791 | 55.0763 | 1097.7147 |
Avg Daily Profit (%) | 0.4745 | 0.4076 | 0.0669 | 0.1358 | 0.0236 | 0.1334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118869 | -100728 | -46857 | -1213727 | -1033521 | -467361 |
Profit Factor | 3.518 | 4.7465 | 1.8403 | 1.427 | 1.0333 | 2.0504 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 37.8788 | 33.3333 | 42.4242 | 37.8788 | 33.3333 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.7695 | 9.4929 | 2.4975 | 2.3404 | 2.0666 | 2.7827 |
Largest Winning Trade | 731181 | 731181 | 51366 | 559520 | 482136 | 559520 |
Largest Losing Trade | -38045 | -38045 | -30844 | -271288 | -271288 | -148192 |
Avg Bars in Trades | 328 | 292 | 364 | 328 | 292 | 364 |
Avg Bars in Winners | 670 | 643 | 692 | 670 | 643 | 692 |
Avg Bars in Losers | 119 | 117 | 122 | 119 | 117 | 122 |
Bars Traded | 21675 | 9651 | 12024 | 21675 | 9651 | 12024 |
Profit Streak | 47.1662 | 0 | 70.9995 | 47.1662 | 0 | 70.9995 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115839 | 392924 | -102480 | -142230 | -351686 | -13009 |
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{ "first_band": { "type": "rma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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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