Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145461.7178 | 86909.2249 | 58552.4929 | 161919.8142 | 137796.7302 | 24123.084 |
Total P&L (%) | 145.4617 | 86.9092 | 58.5525 | 161.9198 | 137.7967 | 24.1231 |
Avg Daily Profit (%) | 0.5586 | 0.3337 | 0.2248 | 0.3704 | 0.3332 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73087 | -39098 | -72933 | -192298 | -37088 | -192386 |
Profit Factor | 1.467 | 1.6794 | 1.319 | 1.2856 | 1.692 | 1.0656 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 65.0224 | 62.1622 | 67.8571 | 65.0224 | 62.1622 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.7891 | 1.0222 | 0.6248 | 0.6916 | 1.0299 | 0.5048 |
Largest Winning Trade | 14437 | 12687 | 14437 | 20415 | 18241 | 20415 |
Largest Losing Trade | -51134 | -31143 | -51134 | -124703 | -29618 | -124703 |
Avg Bars in Trades | 108 | 106 | 111 | 108 | 106 | 111 |
Avg Bars in Winners | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Losers | 195 | 184 | 207 | 195 | 184 | 207 |
Bars Traded | 24301 | 11777 | 12524 | 24301 | 11777 | 12524 |
Profit Streak | 7.4896 | 7.4896 | 7.7813 | 7.4896 | 7.4896 | 7.7813 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482608 | 411687 | 266490 | 384822 | 412400 | -234492 |
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 115, "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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