Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342295.2615 | 278436.781 | 63858.4805 | 986004.8573 | 1116355.2522 | -130350.3949 |
Total P&L (%) | 342.2953 | 278.4368 | 63.8585 | 986.0049 | 1116.3553 | -130.3504 |
Avg Daily Profit (%) | 0.3869 | 0.3147 | 0.0722 | 0.2699 | 0.2828 | 0 |
Buy And Hold Return (%) | 215.0044 | 215.0044 | 215.0044 | 215.0044 | 215.0044 | 215.0044 |
Max Trade Drawdown | -60827 | -48667 | -64214 | -809412 | -216827 | -678923 |
Profit Factor | 1.7835 | 2.5087 | 1.2531 | 1.427 | 2.2602 | 0.9084 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 54.6875 | 54.6875 | 54.6875 | 54.6875 | 54.6875 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.4777 | 2.0787 | 1.0383 | 1.1824 | 1.8727 | 0.7527 |
Largest Winning Trade | 49292 | 49292 | 36488 | 221128 | 221128 | 196763 |
Largest Losing Trade | -36153 | -19444 | -36153 | -570876 | -169320 | -570876 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 30 | 24 | 37 | 30 | 24 | 37 |
Avg Bars in Losers | 22 | 30 | 14 | 22 | 30 | 14 |
Bars Traded | 3432 | 1714 | 1718 | 3432 | 1714 | 1718 |
Profit Streak | 0 | 0 | 81.1378 | 0 | 0 | 81.1378 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 111808 | -198902 | -399478 | 324689 | -126452 | -717705 |
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 20, "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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