Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320086.8488 | 314379.4769 | 5707.3718 | -65172.5907 | -322567.3616 | 257394.7709 |
Total P&L (%) | 320.0868 | 314.3795 | 5.7074 | -65.1726 | -322.5674 | 257.3948 |
Avg Daily Profit (%) | 0.1726 | 0.1695 | 0.0031 | -0.0569 | 0 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211796 | -103271 | -249671 | -784830 | -751289 | -420787 |
Profit Factor | 1.1473 | 1.294 | 1.0052 | 0.9877 | 0.8948 | 1.1149 |
Total Trades | 519 | 259 | 260 | 519 | 259 | 260 |
Winning Trades | 276 | 133 | 143 | 276 | 133 | 143 |
Losing Trades | 243 | 126 | 117 | 243 | 126 | 117 |
Profitability (%) | 53.1792 | 51.3514 | 55 | 53.1792 | 51.3514 | 55 |
Ratio Avg Win / Avg Loss | 1.0101 | 1.2259 | 0.8224 | 0.8696 | 0.8477 | 0.9122 |
Largest Winning Trade | 78636 | 78636 | 48426 | 166194 | 166194 | 125742 |
Largest Losing Trade | -50794 | -30729 | -50794 | -220906 | -220906 | -153832 |
Avg Bars in Trades | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Winners | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Losers | 12 | 16 | 9 | 12 | 16 | 9 |
Bars Traded | 7345 | 4286 | 3059 | 7345 | 4286 | 3059 |
Profit Streak | 4.7506 | 0 | 31.0006 | 4.7506 | 0 | 31.0006 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47260 | 311762 | -568257 | -576893 | -579525 | -194329 |
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{ "first_band": { "type": "rma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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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