Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314744.7121 | 255633.9549 | 59110.7572 | 356480.8207 | 217018.4762 | 139462.3444 |
Total P&L (%) | 314.7447 | 255.634 | 59.1108 | 356.4808 | 217.0185 | 139.4623 |
Avg Daily Profit (%) | 0.6043 | 0.4908 | 0.1135 | 0.292 | 0.2218 | 0.1678 |
Buy And Hold Return (%) | 66.1882 | 66.1882 | 66.1882 | 66.1882 | 66.1882 | 66.1882 |
Max Trade Drawdown | -51470 | -30469 | -45129 | -84987 | -53063 | -49271 |
Profit Factor | 2.2841 | 3.1014 | 1.4788 | 1.8761 | 1.9894 | 1.7437 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 39.5833 | 39.5833 | 39.5833 | 39.5833 | 39.5833 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.4863 | 4.7338 | 2.2571 | 2.8635 | 3.0364 | 2.6614 |
Largest Winning Trade | 253579 | 253579 | 27074 | 140998 | 140998 | 40921 |
Largest Losing Trade | -16752 | -14154 | -16752 | -37819 | -37819 | -30572 |
Avg Bars in Trades | 250 | 244 | 257 | 250 | 244 | 257 |
Avg Bars in Winners | 450 | 410 | 491 | 450 | 410 | 491 |
Avg Bars in Losers | 119 | 136 | 103 | 119 | 136 | 103 |
Bars Traded | 24072 | 11736 | 12336 | 24072 | 11736 | 12336 |
Profit Streak | 0 | 25.3756 | 0 | 0 | 25.3756 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342380 | 349183 | -209503 | 235016 | 170471 | -54 |
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{ "first_band": { "type": "rma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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