Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880831.6275 | 1065689.2073 | -184857.5797 | -93511.7339 | 149188.5035 | -242700.2374 |
Total P&L (%) | 880.8316 | 1065.6892 | -184.8576 | -93.5117 | 149.1885 | -242.7002 |
Avg Daily Profit (%) | 0.477 | 0.5771 | -0.1001 | -0.148 | 0.0495 | 0 |
Buy And Hold Return (%) | 125.3336 | 125.3336 | 125.3336 | 125.3336 | 125.3336 | 125.3336 |
Max Trade Drawdown | -255397 | -96598 | -235209 | -777004 | -386981 | -454898 |
Profit Factor | 1.9756 | 3.8205 | 0.6479 | 0.938 | 1.2293 | 0.7173 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 44.3038 | 47.5 | 41.0256 | 44.3038 | 47.5 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.4837 | 4.2227 | 0.9313 | 1.1792 | 1.3587 | 1.0311 |
Largest Winning Trade | 1042776 | 1042776 | 74368 | 473842 | 473842 | 202076 |
Largest Losing Trade | -71945 | -35136 | -71945 | -230031 | -147813 | -230031 |
Avg Bars in Trades | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Winners | 119 | 82 | 164 | 119 | 82 | 164 |
Avg Bars in Losers | 62 | 81 | 45 | 62 | 81 | 45 |
Bars Traded | 6963 | 3288 | 3675 | 6963 | 3288 | 3675 |
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 | -19334 | 620896 | -584247 | -612604 | -234716 | -582580 |
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "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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