Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227858.2099 | 289381.0797 | -61522.8698 | -122136.0578 | 35004.555 | -157140.6129 |
Total P&L (%) | 227.8582 | 289.3811 | -61.5229 | -122.1361 | 35.0046 | -157.1406 |
Avg Daily Profit (%) | 0.122 | 0.155 | -0.033 | 0 | 0.0161 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155109 | -43041 | -180643 | -195942 | -36636 | -185299 |
Profit Factor | 1.4208 | 3.1599 | 0.849 | 0.6809 | 1.3766 | 0.4578 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 19 | 17 | 33 | 17 | 16 |
Losing Trades | 27 | 13 | 14 | 30 | 15 | 15 |
Profitability (%) | 57.1429 | 59.375 | 54.8387 | 52.381 | 53.125 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.0656 | 2.162 | 0.6992 | 0.619 | 1.2147 | 0.4292 |
Largest Winning Trade | 91416 | 89536 | 91416 | 34120 | 30195 | 34120 |
Largest Losing Trade | -124433 | -31794 | -124433 | -135403 | -18762 | -135403 |
Avg Bars in Trades | 55 | 29 | 82 | 55 | 29 | 82 |
Avg Bars in Winners | 55 | 18 | 96 | 63 | 37 | 89 |
Avg Bars in Losers | 55 | 44 | 65 | 46 | 19 | 74 |
Bars Traded | 3488 | 930 | 2558 | 3488 | 930 | 2558 |
Profit Streak | 0 | 0 | 0 | 81.4326 | 81.4326 | 193.4326 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179331 | 530486 | -580190 | -730506 | -172276 | -579634 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "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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