Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448670.9123 | 1375755.1978 | 72915.7145 | 2731885.2239 | 1755375.3108 | 976509.9131 |
Total P&L (%) | 1448.6709 | 1375.7552 | 72.9157 | 2731.8852 | 1755.3753 | 976.5099 |
Avg Daily Profit (%) | 0.7934 | 0.7534 | 0.0399 | 0.1833 | 0.1601 | 0.1302 |
Buy And Hold Return (%) | 624.6744 | 624.6744 | 624.6744 | 624.6744 | 624.6744 | 624.6744 |
Max Trade Drawdown | -88536 | -79612 | -56310 | -4855222 | -3693196 | -2091334 |
Profit Factor | 3.856 | 6.1576 | 1.3032 | 1.2192 | 1.2334 | 1.1976 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.7908 | 9.0311 | 1.3756 | 1.5148 | 1.809 | 1.2642 |
Largest Winning Trade | 784153 | 784153 | 59179 | 2419189 | 2419189 | 1431371 |
Largest Losing Trade | -43180 | -30272 | -43180 | -2137447 | -2137447 | -2091334 |
Avg Bars in Trades | 93 | 99 | 87 | 93 | 99 | 87 |
Avg Bars in Winners | 132 | 163 | 106 | 132 | 163 | 106 |
Avg Bars in Losers | 62 | 55 | 70 | 62 | 55 | 70 |
Bars Traded | 6915 | 3666 | 3249 | 6915 | 3666 | 3249 |
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 | -55576 | 434992 | -305758 | -64174 | 55127 | -32204 |
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{ "first_band": { "type": "rma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "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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