Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360547.0218 | 1300579.2866 | 59967.7352 | 3644646.7664 | 3572802.9115 | 71843.8549 |
Total P&L (%) | 1360.547 | 1300.5793 | 59.9677 | 3644.6468 | 3572.8029 | 71.8439 |
Avg Daily Profit (%) | 0.7503 | 0.7172 | 0.0331 | 0.2 | 0.1989 | 0.0299 |
Buy And Hold Return (%) | 562.2635 | 562.2635 | 562.2635 | 562.2635 | 562.2635 | 562.2635 |
Max Trade Drawdown | -107474 | -89595 | -59200 | -2550906 | -1903012 | -1594386 |
Profit Factor | 3.3823 | 5.6541 | 1.2056 | 1.2935 | 1.5915 | 1.0113 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 36.5079 | 28.5714 | 44.4444 | 36.5079 | 28.5714 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.8823 | 14.1352 | 1.507 | 2.2496 | 3.9787 | 1.2641 |
Largest Winning Trade | 700734 | 700734 | 75567 | 2541284 | 2541284 | 1802184 |
Largest Losing Trade | -24147 | -24147 | -23866 | -988492 | -988492 | -689028 |
Avg Bars in Trades | 170 | 154 | 185 | 170 | 154 | 185 |
Avg Bars in Winners | 312 | 299 | 320 | 312 | 299 | 320 |
Avg Bars in Losers | 88 | 96 | 77 | 88 | 96 | 77 |
Bars Traded | 21436 | 9732 | 11704 | 21436 | 9732 | 11704 |
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 | 367411 | -145100 | -462989 | 141660 | -150457 | -676020 |
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{ "first_band": { "type": "rma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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