Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423213.1201 | 386797.1699 | 36415.9502 | -11551.6678 | -86980.3802 | 75428.7124 |
Total P&L (%) | 423.2131 | 386.7972 | 36.416 | -11.5517 | -86.9804 | 75.4287 |
Avg Daily Profit (%) | 0.1788 | 0.1634 | 0.0154 | -0.0052 | -0.0861 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153000 | -109260 | -198198 | -382258 | -293147 | -220670 |
Profit Factor | 1.34 | 1.6506 | 1.056 | 0.994 | 0.9088 | 1.0778 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 153 | 83 | 70 | 153 | 83 | 70 |
Profitability (%) | 43.75 | 38.9706 | 48.5294 | 43.75 | 38.9706 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.7228 | 2.5849 | 1.12 | 1.278 | 1.4233 | 1.1431 |
Largest Winning Trade | 217759 | 217759 | 61689 | 123090 | 123090 | 101905 |
Largest Losing Trade | -61637 | -20974 | -61637 | -82857 | -75533 | -82857 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 9330 | 4477 | 4853 | 9330 | 4477 | 4853 |
Profit Streak | 18.2708 | 0 | 27.7708 | 18.2708 | 0 | 27.7708 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303643 | 214247 | -333996 | -579555 | -583594 | -296343 |
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{ "first_band": { "type": "rma", "factors": { "length": 5, "offset": 48 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 5, "offset": 48 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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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