Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4967633.3848 | 4949592.3105 | 18041.0743 | 3571911.6392 | 1610998.8473 | 1960912.7919 |
Total P&L (%) | 4967.6334 | 4949.5923 | 18.0411 | 3571.9116 | 1610.9988 | 1960.9128 |
Avg Daily Profit (%) | 2.917 | 2.9064 | 0.0106 | 0.2118 | 0.1669 | 0.1778 |
Buy And Hold Return (%) | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 |
Max Trade Drawdown | -136218 | -53630 | -142377 | -1103384 | -1094607 | -1349107 |
Profit Factor | 10.4965 | 21.8465 | 1.0632 | 1.5953 | 1.5406 | 1.6493 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 45.2991 | 48.2759 | 42.3729 | 45.2991 | 48.2759 | 42.3729 |
Ratio Avg Win / Avg Loss | 12.6751 | 23.407 | 1.4459 | 1.9264 | 1.6507 | 2.2431 |
Largest Winning Trade | 4866952 | 4866952 | 50079 | 904249 | 904249 | 751406 |
Largest Losing Trade | -49248 | -49248 | -39818 | -643361 | -609740 | -643361 |
Avg Bars in Trades | 167 | 184 | 150 | 167 | 184 | 150 |
Avg Bars in Winners | 258 | 282 | 231 | 258 | 282 | 231 |
Avg Bars in Losers | 92 | 94 | 90 | 92 | 94 | 90 |
Bars Traded | 19610 | 10727 | 8883 | 19610 | 10727 | 8883 |
Profit Streak | 480.0928 | 0 | 594.3428 | 480.0928 | 0 | 594.3428 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655171 | -161660 | -673829 | 48965 | -336083 | -333119 |
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{ "first_band": { "type": "rma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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