Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559368.8733 | 490171.5258 | 69197.3475 | 756307.368 | 841781.8303 | -85474.4623 |
Total P&L (%) | 559.3689 | 490.1715 | 69.1973 | 756.3074 | 841.7818 | -85.4745 |
Avg Daily Profit (%) | 1.074 | 0.9411 | 0.1329 | 0.4132 | 0.4315 | -0.3697 |
Buy And Hold Return (%) | 97.7797 | 97.7797 | 97.7797 | 97.7797 | 97.7797 | 97.7797 |
Max Trade Drawdown | -64926 | -41312 | -39926 | -512804 | -326699 | -305335 |
Profit Factor | 3.1973 | 4.8063 | 1.5501 | 1.4358 | 1.9696 | 0.9014 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 34.8993 | 35.1351 | 34.6667 | 34.8993 | 35.1351 | 34.6667 |
Ratio Avg Win / Avg Loss | 5.9642 | 8.8731 | 2.9214 | 2.6784 | 3.6361 | 1.6989 |
Largest Winning Trade | 486171 | 486171 | 29378 | 870269 | 870269 | 160268 |
Largest Losing Trade | -9704 | -9704 | -8138 | -95991 | -95991 | -71228 |
Avg Bars in Trades | 166 | 133 | 198 | 166 | 133 | 198 |
Avg Bars in Winners | 360 | 251 | 469 | 360 | 251 | 469 |
Avg Bars in Losers | 61 | 69 | 54 | 61 | 69 | 54 |
Bars Traded | 24738 | 9860 | 14878 | 24738 | 9860 | 14878 |
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 | 454127 | -51607 | -242203 | 210150 | -57049 | -641490 |
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{ "first_band": { "type": "rma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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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