Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843522.0571 | 817499.9385 | 26022.1185 | 132496.0344 | -249726.158 | 382222.1924 |
Total P&L (%) | 843.5221 | 817.4999 | 26.0221 | 132.496 | -249.7262 | 382.2222 |
Avg Daily Profit (%) | 0.4392 | 0.4256 | 0.0135 | 0.0439 | 0 | 0.0819 |
Buy And Hold Return (%) | 19.2801 | 19.2801 | 19.2801 | 19.2801 | 19.2801 | 19.2801 |
Max Trade Drawdown | -156621 | -140483 | -48128 | -1102706 | -1138894 | -203598 |
Profit Factor | 3.2375 | 4.1318 | 1.2244 | 1.055 | 0.8672 | 1.7228 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 41.9355 | 50 | 46.0317 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 3.7956 | 5.7209 | 1.2244 | 1.2369 | 1.2007 | 1.7228 |
Largest Winning Trade | 917781 | 917781 | 22651 | 873584 | 873584 | 169049 |
Largest Losing Trade | -40615 | -40615 | -14814 | -510437 | -510437 | -124411 |
Avg Bars in Trades | 167 | 297 | 41 | 167 | 297 | 41 |
Avg Bars in Winners | 211 | 415 | 46 | 211 | 415 | 46 |
Avg Bars in Losers | 129 | 212 | 35 | 129 | 212 | 35 |
Bars Traded | 10536 | 9223 | 1313 | 10536 | 9223 | 1313 |
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 | -136272 | 502140 | -232139 | -446878 | -582287 | -80314 |
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{ "first_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 92, "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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