Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579441.6345 | 443664.5766 | 135777.058 | 1824600.3573 | 238764.6602 | 1585835.6972 |
Total P&L (%) | 579.4416 | 443.6646 | 135.7771 | 1824.6004 | 238.7647 | 1585.8357 |
Avg Daily Profit (%) | 0.3581 | 0.2742 | 0.0839 | 0.1829 | 0.0754 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95415 | -80754 | -114544 | -1347276 | -1257694 | -811288 |
Profit Factor | 1.8715 | 2.3101 | 1.4162 | 1.2626 | 1.0617 | 1.5148 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 36.4706 | 35.2941 | 37.6471 | 36.4706 | 35.2941 | 37.6471 |
Ratio Avg Win / Avg Loss | 3.26 | 4.2351 | 2.3456 | 2.1993 | 1.9465 | 2.5089 |
Largest Winning Trade | 149967 | 149967 | 57547 | 1069188 | 1069188 | 975493 |
Largest Losing Trade | -19502 | -19502 | -17056 | -466270 | -466270 | -256283 |
Avg Bars in Trades | 112 | 98 | 126 | 112 | 98 | 126 |
Avg Bars in Winners | 229 | 195 | 261 | 229 | 195 | 261 |
Avg Bars in Losers | 44 | 45 | 44 | 44 | 45 | 44 |
Bars Traded | 19094 | 8360 | 10734 | 19094 | 8360 | 10734 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308537 | 237895 | -84142 | 161538 | -249795 | 187159 |
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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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