Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104816.1972 | 44380.838 | 60435.3592 | 111971.0884 | 53242.5767 | 58728.5117 |
Total P&L (%) | 104.8162 | 44.3808 | 60.4354 | 111.9711 | 53.2426 | 58.7285 |
Avg Daily Profit (%) | 0.4025 | 0.1704 | 0.2321 | 0.2889 | 0.164 | 0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43885 | -27852 | -42220 | -63646 | -41401 | -56622 |
Profit Factor | 1.513 | 1.456 | 1.5649 | 1.4384 | 1.4513 | 1.4273 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 66.6667 | 60 | 73.2143 | 66.6667 | 60 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.7565 | 0.9707 | 0.5725 | 0.7192 | 0.9675 | 0.5222 |
Largest Winning Trade | 15702 | 15702 | 11393 | 18038 | 15520 | 18038 |
Largest Losing Trade | -26820 | -21965 | -26820 | -37032 | -32174 | -37032 |
Avg Bars in Trades | 214 | 226 | 202 | 214 | 226 | 202 |
Avg Bars in Winners | 145 | 154 | 138 | 145 | 154 | 138 |
Avg Bars in Losers | 352 | 335 | 378 | 352 | 335 | 378 |
Bars Traded | 23845 | 12482 | 11363 | 23845 | 12482 | 11363 |
Profit Streak | 11.4147 | 28.5188 | 11.4147 | 11.4147 | 28.5188 | 11.4147 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403963 | -173783 | -170514 | 352600 | -173151 | -171934 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 243, "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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