Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277336.5052 | 1224432.4384 | 52904.0668 | 32453569.1558 | 35959327.4144 | -3505758.2586 |
Total P&L (%) | 1277.3365 | 1224.4324 | 52.9041 | 32453.5692 | 35959.3274 | -3505.7583 |
Avg Daily Profit (%) | 0.6845 | 0.6562 | 0.0284 | 0.3105 | 0.316 | 0 |
Buy And Hold Return (%) | 7275.3661 | 7275.3661 | 7275.3661 | 7275.3661 | 7275.3661 | 7275.3661 |
Max Trade Drawdown | -79168 | -47438 | -89477 | -10018601 | -5416938 | -10018601 |
Profit Factor | 3.6768 | 7.1791 | 1.1896 | 1.8862 | 3.3607 | 0.8361 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 55.9524 | 57.1429 | 54.7619 | 55.9524 | 57.1429 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.8945 | 5.3843 | 0.9827 | 1.4849 | 2.5205 | 0.6907 |
Largest Winning Trade | 497653 | 497653 | 61695 | 15723371 | 15723371 | 7666667 |
Largest Losing Trade | -36170 | -32620 | -36170 | -10018601 | -5416938 | -10018601 |
Avg Bars in Trades | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Winners | 108 | 105 | 111 | 108 | 105 | 111 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 6926 | 3462 | 3465 | 6926 | 3462 | 3465 |
Profit Streak | 37.4906 | 229.4906 | 37.4906 | 37.4906 | 229.4906 | 37.4906 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144788 | -142987 | -333205 | 418485 | 590263 | -579572 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 23, "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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