Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239355.0971 | 198787.9424 | 40567.1547 | 239517.8757 | 174791.5256 | 64726.3501 |
Total P&L (%) | 239.3551 | 198.7879 | 40.5672 | 239.5179 | 174.7915 | 64.7264 |
Avg Daily Profit (%) | 0.4596 | 0.3817 | 0.0779 | 0.235 | 0.1943 | 0.0959 |
Buy And Hold Return (%) | 45.8756 | 45.8756 | 45.8756 | 45.8756 | 45.8756 | 45.8756 |
Max Trade Drawdown | -64057 | -47271 | -61007 | -107051 | -74745 | -73915 |
Profit Factor | 1.8459 | 2.389 | 1.2901 | 1.5937 | 1.8302 | 1.3356 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 42.3729 | 38.9831 | 45.7627 | 42.3729 | 38.9831 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.5105 | 3.7393 | 1.529 | 2.1675 | 2.8646 | 1.583 |
Largest Winning Trade | 187429 | 187429 | 21220 | 138691 | 138691 | 33476 |
Largest Losing Trade | -18378 | -18378 | -15739 | -32850 | -32850 | -22153 |
Avg Bars in Trades | 202 | 200 | 203 | 202 | 200 | 203 |
Avg Bars in Winners | 332 | 340 | 326 | 332 | 340 | 326 |
Avg Bars in Losers | 106 | 111 | 99 | 106 | 111 | 99 |
Bars Traded | 23861 | 11854 | 12007 | 23861 | 11854 | 12007 |
Profit Streak | 0 | 22.5971 | 0 | 0 | 22.5971 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321569 | -168971 | -432494 | 234083 | -172116 | -280393 |
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{ "first_band": { "type": "rma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 246, "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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