Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251675.2165 | 1240119.3157 | 11555.9008 | -38096.8681 | 1100818.5406 | -1138915.4087 |
Total P&L (%) | 1251.6752 | 1240.1193 | 11.5559 | -38.0969 | 1100.8185 | -1138.9154 |
Avg Daily Profit (%) | 0.5268 | 0.5219 | 0.0049 | -0.0202 | 0.1047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169645 | -104233 | -116252 | -3693471 | -1874913 | -1922991 |
Profit Factor | 2.4513 | 3.802 | 1.0275 | 0.9936 | 1.3315 | 0.5636 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 39.5604 | 39.1304 | 40 | 39.5604 | 39.1304 | 40 |
Ratio Avg Win / Avg Loss | 3.745 | 5.9142 | 1.5413 | 1.518 | 2.0713 | 0.8455 |
Largest Winning Trade | 1054419 | 1054419 | 70377 | 2775501 | 2775501 | 716647 |
Largest Losing Trade | -74003 | -60952 | -74003 | -1602384 | -1602384 | -759650 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 4634 | 2039 | 2595 | 4634 | 2039 | 2595 |
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 | 420659 | 487882 | -496657 | -581817 | -55599 | -584600 |
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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