Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440664.837 | 244736.055 | 195928.7819 | 553030.5076 | 244325.7133 | 308704.7944 |
Total P&L (%) | 440.6648 | 244.7361 | 195.9288 | 553.0305 | 244.3257 | 308.7048 |
Avg Daily Profit (%) | 0.4332 | 0.2406 | 0.1926 | 0.1846 | 0.1216 | 0.1385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103197 | -119350 | -39658 | -461150 | -479408 | -160351 |
Profit Factor | 1.8005 | 1.6971 | 1.9824 | 1.3431 | 1.2339 | 1.5442 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 52.8302 | 45.283 | 60.3774 | 52.8302 | 45.283 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.6076 | 2.0507 | 1.3009 | 1.1992 | 1.4909 | 1.0134 |
Largest Winning Trade | 225605 | 225605 | 23687 | 437301 | 437301 | 90924 |
Largest Losing Trade | -43991 | -43991 | -31138 | -157496 | -157496 | -148300 |
Avg Bars in Trades | 54 | 73 | 34 | 54 | 73 | 34 |
Avg Bars in Winners | 67 | 104 | 39 | 67 | 104 | 39 |
Avg Bars in Losers | 38 | 48 | 26 | 38 | 48 | 26 |
Bars Traded | 5740 | 3914 | 1826 | 5740 | 3914 | 1826 |
Profit Streak | 0 | 0 | 181.7746 | 0 | 0 | 181.7746 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492403 | -170706 | -167140 | 320476 | -212871 | -183943 |
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{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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