Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719666.3278 | 596087.8354 | 123578.4924 | 942915.354 | -110133.5747 | 1053048.9287 |
Total P&L (%) | 719.6663 | 596.0878 | 123.5785 | 942.9154 | -110.1336 | 1053.0489 |
Avg Daily Profit (%) | 0.3456 | 0.2862 | 0.0593 | 0.1126 | 0 | 0.1175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135473 | -71304 | -113250 | -984856 | -1121904 | -548762 |
Profit Factor | 1.8574 | 2.4416 | 1.2902 | 1.1354 | 0.9704 | 1.3246 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 47.9167 | 40.625 | 55.2083 | 47.9167 | 40.625 | 55.2083 |
Ratio Avg Win / Avg Loss | 2.0189 | 3.5685 | 1.0467 | 1.2342 | 1.4182 | 1.0747 |
Largest Winning Trade | 303895 | 303895 | 63004 | 719845 | 719845 | 693539 |
Largest Losing Trade | -41673 | -26641 | -41673 | -423023 | -423023 | -410836 |
Avg Bars in Trades | 127 | 103 | 151 | 127 | 103 | 151 |
Avg Bars in Winners | 170 | 142 | 190 | 170 | 142 | 190 |
Avg Bars in Losers | 87 | 76 | 102 | 87 | 76 | 102 |
Bars Traded | 24411 | 9914 | 14497 | 24411 | 9914 | 14497 |
Profit Streak | 0 | 0 | 13.6213 | 0 | 0 | 13.6213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468077 | 341404 | -112683 | -113529 | -583055 | -34542 |
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{ "first_band": { "type": "rma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 26 } } }
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# | 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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