Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122427.145 | 238308.4472 | -115881.3022 | -107432.9573 | 83850.419 | -191283.3762 |
Total P&L (%) | 122.4271 | 238.3084 | -115.8813 | -107.433 | 83.8504 | -191.2834 |
Avg Daily Profit (%) | 0.0867 | 0.1688 | -0.0821 | 0 | 0.0431 | 0 |
Buy And Hold Return (%) | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 |
Max Trade Drawdown | -198623 | -38913 | -248923 | -260602 | -33071 | -287888 |
Profit Factor | 1.1693 | 2.6847 | 0.8008 | 0.7583 | 2.2792 | 0.4952 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 28 | 29 | 44 | 28 | 16 |
Losing Trades | 36 | 19 | 17 | 49 | 19 | 30 |
Profitability (%) | 61.2903 | 59.5745 | 63.0435 | 47.3118 | 59.5745 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.7385 | 1.8218 | 0.4694 | 0.8445 | 1.5466 | 0.9285 |
Largest Winning Trade | 60931 | 60931 | 54984 | 61734 | 32557 | 61734 |
Largest Losing Trade | -124070 | -16075 | -124070 | -157080 | -13280 | -157080 |
Avg Bars in Trades | 86 | 50 | 123 | 86 | 50 | 123 |
Avg Bars in Winners | 71 | 33 | 107 | 66 | 38 | 116 |
Avg Bars in Losers | 111 | 76 | 151 | 105 | 69 | 127 |
Bars Traded | 8075 | 2394 | 5681 | 8075 | 2394 | 5681 |
Profit Streak | 474.6791 | 474.6791 | 562.3458 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118622 | 432579 | -577662 | -581575 | -232778 | -586622 |
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{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 124, "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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