Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434506.1799 | 1413008.9101 | 21497.2698 | 16454541.3847 | 26039178.0576 | -9584636.6729 |
Total P&L (%) | 1434.5062 | 1413.0089 | 21.4973 | 16454.5414 | 26039.1781 | -9584.6367 |
Avg Daily Profit (%) | 0.7696 | 0.7581 | 0.0115 | 0.2745 | 0.2991 | 0 |
Buy And Hold Return (%) | 8045.4965 | 8045.4965 | 8045.4965 | 8045.4965 | 8045.4965 | 8045.4965 |
Max Trade Drawdown | -69853 | -53685 | -101835 | -16804367 | -7123820 | -15676621 |
Profit Factor | 4.2389 | 7.8456 | 1.0909 | 1.4222 | 2.4495 | 0.5439 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 59.7222 | 66.6667 | 52.7778 | 59.7222 | 66.6667 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.8588 | 3.9228 | 0.9761 | 0.9591 | 1.2248 | 0.4866 |
Largest Winning Trade | 885057 | 885057 | 63924 | 12286942 | 12286942 | 3939314 |
Largest Losing Trade | -50338 | -45333 | -50338 | -7123820 | -7123820 | -5050532 |
Avg Bars in Trades | 144 | 143 | 144 | 144 | 143 | 144 |
Avg Bars in Winners | 166 | 151 | 186 | 166 | 151 | 186 |
Avg Bars in Losers | 110 | 128 | 98 | 110 | 128 | 98 |
Bars Traded | 10377 | 5175 | 5202 | 10377 | 5175 | 5202 |
Profit Streak | 0 | 227.4097 | 0 | 0 | 227.4097 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227874 | -141310 | -465051 | -80989 | 456190 | -580420 |
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 40, "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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