Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74202.7532 | 50717.6575 | 23485.0956 | -1315184.8931 | 1115116.7755 | -2430301.6686 |
Total P&L (%) | 74.2028 | 50.7177 | 23.4851 | -1315.1849 | 1115.1168 | -2430.3017 |
Avg Daily Profit (%) | 0.0464 | 0.0317 | 0.0147 | 0 | 0.1561 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -318204 | -55319 | -265710 | -3629014 | -350543 | -3734693 |
Profit Factor | 1.1509 | 1.2781 | 1.0759 | 0.7693 | 1.8683 | 0.4496 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 20 | 22 | 36 | 17 | 19 |
Losing Trades | 22 | 12 | 10 | 28 | 15 | 13 |
Profitability (%) | 65.625 | 62.5 | 68.75 | 56.25 | 53.125 | 59.375 |
Ratio Avg Win / Avg Loss | 0.6028 | 0.7669 | 0.489 | 0.5983 | 1.6485 | 0.3077 |
Largest Winning Trade | 95853 | 95853 | 44807 | 905252 | 905252 | 246364 |
Largest Losing Trade | -244939 | -44505 | -244939 | -3470949 | -288297 | -3470949 |
Avg Bars in Trades | 71 | 74 | 68 | 71 | 74 | 68 |
Avg Bars in Winners | 45 | 41 | 49 | 70 | 80 | 62 |
Avg Bars in Losers | 122 | 130 | 112 | 73 | 69 | 78 |
Bars Traded | 4603 | 2396 | 2207 | 4603 | 2396 | 2207 |
Profit Streak | 60.4645 | 0 | 69.1312 | 0 | 68.1312 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328153 | -151973 | -313168 | -723467 | 437041 | -579595 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 85, "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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