Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5385537.3566 | 5409612.8407 | -24075.4841 | 232213.9495 | 485043.5501 | -252829.6007 |
Total P&L (%) | 5385.5374 | 5409.6128 | -24.0755 | 232.2139 | 485.0436 | -252.8296 |
Avg Daily Profit (%) | 2.3865 | 2.3972 | -0.0107 | 0.0532 | 0.0783 | 0 |
Buy And Hold Return (%) | 307.4766 | 307.4766 | 307.4766 | 307.4766 | 307.4766 | 307.4766 |
Max Trade Drawdown | -220040 | -162021 | -64016 | -4621630 | -3974988 | -743911 |
Profit Factor | 14.6312 | 20.5806 | 0.7974 | 1.039 | 1.1064 | 0.8186 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 36.6667 | 45.1613 | 40.9836 | 36.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 21.0689 | 35.5483 | 0.9682 | 1.4962 | 1.911 | 0.994 |
Largest Winning Trade | 5601048 | 5601048 | 19812 | 4116619 | 4116619 | 626366 |
Largest Losing Trade | -50363 | -50363 | -22638 | -2456633 | -2456633 | -289926 |
Avg Bars in Trades | 104 | 174 | 37 | 104 | 174 | 37 |
Avg Bars in Winners | 152 | 293 | 42 | 152 | 293 | 42 |
Avg Bars in Losers | 71 | 106 | 32 | 71 | 106 | 32 |
Bars Traded | 6389 | 5239 | 1150 | 6389 | 5239 | 1150 |
Profit Streak | 0 | 98.3851 | 0 | 0 | 98.3851 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146712 | 662681 | -582699 | -635041 | -205201 | -582699 |
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{ "first_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 64, "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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