Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320915.2827 | 1310297.4428 | 10617.8399 | 663573.6968 | 1818727.8229 | -1155154.126 |
Total P&L (%) | 1320.9153 | 1310.2974 | 10.6178 | 663.5737 | 1818.7278 | -1155.1541 |
Avg Daily Profit (%) | 0.7254 | 0.7196 | 0.0058 | 0.1117 | 0.1624 | 0 |
Buy And Hold Return (%) | 633.1543 | 633.1543 | 633.1543 | 633.1543 | 633.1543 | 633.1543 |
Max Trade Drawdown | -139988 | -101664 | -83987 | -3819067 | -1881956 | -2277961 |
Profit Factor | 3.1372 | 4.8052 | 1.0388 | 1.0669 | 1.3538 | 0.7581 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 43.0108 | 39.1304 | 46.8085 | 43.0108 | 39.1304 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.1568 | 7.4747 | 1.1804 | 1.4137 | 2.1059 | 0.8615 |
Largest Winning Trade | 716344 | 716344 | 38803 | 3122861 | 3122861 | 484844 |
Largest Losing Trade | -35006 | -35006 | -26794 | -773497 | -746612 | -773497 |
Avg Bars in Trades | 109 | 153 | 67 | 109 | 153 | 67 |
Avg Bars in Winners | 149 | 211 | 99 | 149 | 211 | 99 |
Avg Bars in Losers | 79 | 116 | 39 | 79 | 116 | 39 |
Bars Traded | 10222 | 7056 | 3165 | 10222 | 7056 | 3165 |
Profit Streak | 89.9328 | 0 | 99.0995 | 89.9328 | 0 | 99.0995 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370739 | 343864 | -529265 | -343104 | 67035 | -581378 |
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{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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