Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8020571.2657 | 8112679.4723 | -92108.2066 | 34470.2328 | 1164546.1166 | -1130075.8838 |
Total P&L (%) | 8020.5713 | 8112.6795 | -92.1082 | 34.4702 | 1164.5461 | -1130.0759 |
Avg Daily Profit (%) | 3.379 | 3.4178 | -0.0388 | 0.0125 | 0.107 | 0 |
Buy And Hold Return (%) | 517.1439 | 517.1439 | 517.1439 | 517.1439 | 517.1439 | 517.1439 |
Max Trade Drawdown | -333727 | -244386 | -90897 | -5543418 | -4043431 | -1500370 |
Profit Factor | 15.2563 | 21.2355 | 0.4303 | 1.0058 | 1.2688 | 0.299 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 31.5068 | 33.3333 | 29.7297 | 31.5068 | 33.3333 | 29.7297 |
Ratio Avg Win / Avg Loss | 33.1659 | 42.471 | 1.0171 | 2.1865 | 2.5375 | 0.7067 |
Largest Winning Trade | 8274758 | 8274758 | 17231 | 5204328 | 5204328 | 372949 |
Largest Losing Trade | -63838 | -63838 | -17635 | -818164 | -818164 | -529297 |
Avg Bars in Trades | 172 | 328 | 19 | 172 | 328 | 19 |
Avg Bars in Winners | 296 | 543 | 26 | 296 | 543 | 26 |
Avg Bars in Losers | 115 | 221 | 16 | 115 | 221 | 16 |
Bars Traded | 12569 | 11837 | 732 | 12569 | 11837 | 732 |
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 | -59536 | 629389 | -587797 | -638454 | -60477 | -589463 |
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{ "first_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "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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