Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933680.0191 | 958593.2293 | -24913.2102 | 212380.5958 | 153426.5775 | 58954.0183 |
Total P&L (%) | 933.68 | 958.5932 | -24.9132 | 212.3806 | 153.4266 | 58.954 |
Avg Daily Profit (%) | 0.4128 | 0.4238 | -0.011 | 0.0504 | 0.0411 | 0.0205 |
Buy And Hold Return (%) | 264.7368 | 264.7368 | 264.7368 | 264.7368 | 264.7368 | 264.7368 |
Max Trade Drawdown | -140632 | -65822 | -189712 | -141517 | -101262 | -166835 |
Profit Factor | 2.9502 | 5.5551 | 0.9071 | 1.305 | 1.4295 | 1.1738 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 38.9831 | 33.3333 | 44.8276 | 38.9831 | 33.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.6177 | 11.1102 | 1.1165 | 2.0425 | 2.8591 | 1.4446 |
Largest Winning Trade | 719195 | 719195 | 49174 | 134769 | 134769 | 113479 |
Largest Losing Trade | -69710 | -47021 | -69710 | -100076 | -57231 | -100076 |
Avg Bars in Trades | 215 | 193 | 237 | 215 | 193 | 237 |
Avg Bars in Winners | 386 | 344 | 419 | 386 | 344 | 419 |
Avg Bars in Losers | 105 | 117 | 90 | 105 | 117 | 90 |
Bars Traded | 12685 | 5791 | 6894 | 12685 | 5791 | 6894 |
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 | -171214 | 326324 | -581177 | -474258 | -308298 | -362700 |
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{ "first_band": { "type": "rma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "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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