Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500139.9495 | 1433454.5246 | 66685.4249 | -1331585.321 | 222057.3063 | -1553642.6274 |
Total P&L (%) | 1500.14 | 1433.4545 | 66.6854 | -1331.5853 | 222.0573 | -1553.6426 |
Avg Daily Profit (%) | 0.8352 | 0.7981 | 0.0371 | 0 | 0.0651 | 0 |
Buy And Hold Return (%) | 241.4405 | 241.4405 | 241.4405 | 241.4405 | 241.4405 | 241.4405 |
Max Trade Drawdown | -139856 | -91564 | -133559 | -3595246 | -2248653 | -2939843 |
Profit Factor | 3.618 | 6.1164 | 1.2277 | 0.8533 | 1.0515 | 0.674 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 16 | 23 | 45 | 26 | 19 |
Losing Trades | 45 | 26 | 19 | 39 | 16 | 23 |
Profitability (%) | 46.4286 | 38.0952 | 54.7619 | 53.5714 | 61.9048 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.1746 | 9.9391 | 1.0142 | 0.7395 | 0.6471 | 0.8159 |
Largest Winning Trade | 1002509 | 1002509 | 38161 | 1509133 | 1317600 | 1509133 |
Largest Losing Trade | -122371 | -67164 | -122371 | -1182925 | -1182925 | -816481 |
Avg Bars in Trades | 124 | 154 | 94 | 124 | 154 | 94 |
Avg Bars in Winners | 171 | 229 | 131 | 98 | 136 | 47 |
Avg Bars in Losers | 83 | 107 | 50 | 154 | 183 | 133 |
Bars Traded | 10459 | 6474 | 3985 | 10459 | 6474 | 3985 |
Profit Streak | 0 | 0 | 0 | 88.894 | 88.894 | 90.0607 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 658410 | 589778 | -308780 | -578728 | -435128 | -581626 |
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "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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