Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3666576.2653 | 3848648.3292 | -182072.0639 | -47590.3007 | 125613.296 | -173203.5967 |
Total P&L (%) | 3666.5763 | 3848.6483 | -182.0721 | -47.5903 | 125.6133 | -173.2036 |
Avg Daily Profit (%) | 1.8678 | 1.9606 | -0.0928 | -0.0329 | 0.0415 | 0 |
Buy And Hold Return (%) | 1202.4374 | 1202.4374 | 1202.4374 | 1202.4374 | 1202.4374 | 1202.4374 |
Max Trade Drawdown | -166564 | -65316 | -220882 | -147652 | -35790 | -141917 |
Profit Factor | 6.6034 | 14.7069 | 0.5126 | 0.8645 | 2.1229 | 0.2766 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 44.186 | 47.7273 | 45.977 | 44.186 | 47.7273 |
Ratio Avg Win / Avg Loss | 7.759 | 18.5771 | 0.5614 | 1.0158 | 2.6815 | 0.303 |
Largest Winning Trade | 3914678 | 3914678 | 44792 | 167250 | 167250 | 17541 |
Largest Losing Trade | -60462 | -38552 | -60462 | -94936 | -15252 | -94936 |
Avg Bars in Trades | 128 | 156 | 101 | 128 | 156 | 101 |
Avg Bars in Winners | 166 | 174 | 159 | 166 | 174 | 159 |
Avg Bars in Losers | 96 | 142 | 47 | 96 | 142 | 47 |
Bars Traded | 11188 | 6736 | 4453 | 11188 | 6736 | 4453 |
Profit Streak | 401.6023 | 0 | 600.1023 | 401.6023 | 0 | 600.1023 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 677064 | 632121 | -580645 | -579857 | -301479 | -580645 |
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{ "first_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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