Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238512.4356 | 300089.458 | -61577.0223 | -217360.1261 | -122504.8354 | -94855.2907 |
Total P&L (%) | 238.5124 | 300.0895 | -61.577 | -217.3601 | -122.5048 | -94.8553 |
Avg Daily Profit (%) | 0.1325 | 0.1667 | -0.0342 | 0 | 0 | -0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242315 | -122474 | -171129 | -263392 | -167804 | -96770 |
Profit Factor | 1.4176 | 2.3318 | 0.8219 | 0.4404 | 0.4556 | 0.4194 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 21 | 20 | 29 | 16 | 13 |
Losing Trades | 27 | 13 | 14 | 39 | 18 | 21 |
Profitability (%) | 60.2941 | 61.7647 | 58.8235 | 42.6471 | 47.0588 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.9336 | 1.4435 | 0.5753 | 0.5922 | 0.5126 | 0.6774 |
Largest Winning Trade | 192764 | 192764 | 67075 | 34252 | 34252 | 13486 |
Largest Losing Trade | -138882 | -62896 | -138882 | -84452 | -84452 | -24372 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 47 | 36 | 59 | 47 | 40 | 56 |
Avg Bars in Losers | 52 | 52 | 52 | 51 | 44 | 56 |
Bars Traded | 3379 | 1455 | 1924 | 3379 | 1455 | 1924 |
Profit Streak | 22.191 | 22.691 | 22.191 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128115 | 457967 | -579102 | -697415 | -581939 | -585370 |
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{ "first_band": { "type": "rma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "offset": 82 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "offset": 82 } } }
# | 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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