Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962431.4623 | 848977.5334 | 113453.9289 | 926447.1135 | 148316.0649 | 778131.0486 |
Total P&L (%) | 962.4315 | 848.9775 | 113.4539 | 926.4471 | 148.3161 | 778.131 |
Avg Daily Profit (%) | 0.5167 | 0.4557 | 0.0609 | 0.1251 | 0.0488 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93259 | -88379 | -49006 | -1033592 | -976660 | -487841 |
Profit Factor | 3.6965 | 4.7677 | 1.8622 | 1.2804 | 1.0735 | 1.6049 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.0167 | 7.3349 | 2.2347 | 1.7377 | 1.6516 | 1.9259 |
Largest Winning Trade | 849668 | 849668 | 52412 | 753779 | 753779 | 504901 |
Largest Losing Trade | -43850 | -43850 | -23653 | -354133 | -354133 | -202417 |
Avg Bars in Trades | 164 | 150 | 177 | 164 | 150 | 177 |
Avg Bars in Winners | 275 | 253 | 294 | 275 | 253 | 294 |
Avg Bars in Losers | 82 | 83 | 80 | 82 | 83 | 80 |
Bars Traded | 10841 | 4975 | 5866 | 10841 | 4975 | 5866 |
Profit Streak | 44.0492 | 0 | 70.5492 | 44.0492 | 0 | 70.5492 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113586 | 493158 | -109301 | -155702 | -270382 | -34988 |
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{ "first_band": { "type": "rma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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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