Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382630.8705 | 483644.8554 | -101013.9849 | -89833.2339 | -57700.8948 | -32132.3391 |
Total P&L (%) | 382.6309 | 483.6449 | -101.014 | -89.8332 | -57.7009 | -32.1323 |
Avg Daily Profit (%) | 0.1976 | 0.2498 | -0.0522 | -0.118 | -0.0444 | -0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204810 | -176574 | -151290 | -198205 | -175135 | -84862 |
Profit Factor | 1.2921 | 1.6976 | 0.8362 | 0.8742 | 0.864 | 0.8891 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 160 | 86 | 74 | 160 | 86 | 74 |
Profitability (%) | 43.0605 | 38.5714 | 47.5177 | 43.0605 | 38.5714 | 47.5177 |
Ratio Avg Win / Avg Loss | 1.7085 | 2.7036 | 0.9236 | 1.156 | 1.3761 | 0.982 |
Largest Winning Trade | 472664 | 472664 | 26137 | 88622 | 88622 | 26411 |
Largest Losing Trade | -49607 | -41951 | -49607 | -47342 | -47342 | -29851 |
Avg Bars in Trades | 81 | 98 | 65 | 81 | 98 | 65 |
Avg Bars in Winners | 107 | 145 | 77 | 107 | 145 | 77 |
Avg Bars in Losers | 61 | 68 | 53 | 61 | 68 | 53 |
Bars Traded | 22931 | 13734 | 9197 | 22931 | 13734 | 9197 |
Profit Streak | 47.97 | 47.97 | 48.5533 | 47.97 | 47.97 | 48.5533 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321689 | 259080 | -580934 | -578922 | -583178 | -580934 |
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{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "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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