Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495536.8204 | 368304.0762 | 127232.7441 | 729791.0105 | 621808.5565 | 107982.454 |
Total P&L (%) | 495.5368 | 368.3041 | 127.2327 | 729.791 | 621.8086 | 107.9825 |
Avg Daily Profit (%) | 0.2639 | 0.1962 | 0.0678 | 0.1128 | 0.1053 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85025 | -106558 | -75934 | -580946 | -438976 | -308153 |
Profit Factor | 2.2296 | 2.564 | 1.7595 | 1.4959 | 1.7401 | 1.171 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 50 | 39.3939 | 60.6061 | 50 | 39.3939 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.2296 | 3.9447 | 1.1437 | 1.4959 | 2.6771 | 0.7611 |
Largest Winning Trade | 197150 | 197150 | 39730 | 365760 | 365760 | 157176 |
Largest Losing Trade | -46671 | -46671 | -43452 | -310999 | -310999 | -199110 |
Avg Bars in Trades | 55 | 47 | 62 | 55 | 47 | 62 |
Avg Bars in Winners | 83 | 88 | 80 | 83 | 88 | 80 |
Avg Bars in Losers | 26 | 21 | 35 | 26 | 21 | 35 |
Bars Traded | 3633 | 1577 | 2056 | 3633 | 1577 | 2056 |
Profit Streak | 83.4628 | 168.9628 | 83.4628 | 83.4628 | 168.9628 | 83.4628 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114723 | 348552 | -98317 | -167887 | -51441 | -173003 |
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{ "first_band": { "type": "rma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "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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