Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547450.5735 | 513286.5004 | 34164.0731 | 101894.268 | -63205.8354 | 165100.1033 |
Total P&L (%) | 547.4506 | 513.2865 | 34.1641 | 101.8943 | -63.2058 | 165.1001 |
Avg Daily Profit (%) | 0.2927 | 0.2744 | 0.0183 | 0.0376 | -0.0534 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150461 | -138832 | -65624 | -1411940 | -1327989 | -454716 |
Profit Factor | 2.3897 | 3.2329 | 1.2083 | 1.0338 | 0.9646 | 1.1341 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 46.6667 | 43.2432 | 50 | 46.6667 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 2.7311 | 4.2431 | 1.2083 | 1.1815 | 1.266 | 1.1341 |
Largest Winning Trade | 599414 | 599414 | 45796 | 702336 | 702336 | 375302 |
Largest Losing Trade | -27325 | -27325 | -22984 | -227673 | -227673 | -165436 |
Avg Bars in Trades | 92 | 123 | 62 | 92 | 123 | 62 |
Avg Bars in Winners | 127 | 201 | 64 | 127 | 201 | 64 |
Avg Bars in Losers | 62 | 65 | 60 | 62 | 65 | 60 |
Bars Traded | 6956 | 4587 | 2369 | 6956 | 4587 | 2369 |
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 | -49191 | 440316 | -171657 | -388648 | -581733 | -196341 |
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{ "first_band": { "type": "rma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "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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