Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89633.5246 | 71100.4859 | 18533.0386 | 26446.033 | 30183.5069 | -3737.4739 |
Total P&L (%) | 89.6335 | 71.1005 | 18.533 | 26.446 | 30.1835 | -3.7375 |
Avg Daily Profit (%) | 0.3572 | 0.2834 | 0.0739 | 0.0936 | 0.1052 | -0.0152 |
Buy And Hold Return (%) | 21.6432 | 21.6432 | 21.6432 | 21.6432 | 21.6432 | 21.6432 |
Max Trade Drawdown | -83575 | -30951 | -73959 | -77987 | -31376 | -66005 |
Profit Factor | 1.3785 | 1.7995 | 1.1253 | 1.1311 | 1.3726 | 0.969 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 64 | 63.6364 | 64.3678 | 64 | 63.6364 | 64.3678 |
Ratio Avg Win / Avg Loss | 0.7754 | 1.0283 | 0.623 | 0.6363 | 0.7843 | 0.5364 |
Largest Winning Trade | 15730 | 12123 | 15730 | 14224 | 11518 | 14224 |
Largest Losing Trade | -69947 | -13603 | -69947 | -62772 | -16998 | -62772 |
Avg Bars in Trades | 135 | 126 | 144 | 135 | 126 | 144 |
Avg Bars in Winners | 105 | 102 | 108 | 105 | 102 | 108 |
Avg Bars in Losers | 188 | 167 | 209 | 188 | 167 | 209 |
Bars Traded | 23633 | 11097 | 12536 | 23633 | 11097 | 12536 |
Profit Streak | 29.1763 | 29.2284 | 29.1763 | 29.1763 | 29.2284 | 29.1763 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307324 | 327047 | -343480 | -239963 | -95409 | -579844 |
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 191, "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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