Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500058.6181 | 351860.2704 | 148198.3477 | 1223859.0015 | 1142986.5173 | 80872.4842 |
Total P&L (%) | 500.0586 | 351.8603 | 148.1983 | 1223.859 | 1142.9865 | 80.8725 |
Avg Daily Profit (%) | 0.2683 | 0.1888 | 0.0795 | 0.1387 | 0.1353 | 0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155271 | -81233 | -74297 | -5257306 | -3495458 | -1761847 |
Profit Factor | 2.1387 | 2.6018 | 1.6752 | 1.1535 | 1.2432 | 1.0247 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 57.1429 | 56.25 | 58.0645 | 57.1429 | 56.25 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.6041 | 2.0236 | 1.2099 | 0.8652 | 0.9669 | 0.7401 |
Largest Winning Trade | 93987 | 93987 | 47289 | 1198410 | 1198410 | 602020 |
Largest Losing Trade | -49523 | -49523 | -45267 | -2997030 | -2997030 | -1382769 |
Avg Bars in Trades | 111 | 74 | 149 | 111 | 74 | 149 |
Avg Bars in Winners | 137 | 63 | 210 | 137 | 63 | 210 |
Avg Bars in Losers | 76 | 88 | 64 | 76 | 88 | 64 |
Bars Traded | 7009 | 2383 | 4626 | 7009 | 2383 | 4626 |
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 | -137384 | 477531 | -83717 | -210841 | -13131 | -344399 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 35, "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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