Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401303.5968 | 283847.0856 | 117456.5112 | 164543.6309 | 168137.4293 | -3593.7984 |
Total P&L (%) | 401.3036 | 283.8471 | 117.4565 | 164.5436 | 168.1374 | -3.5938 |
Avg Daily Profit (%) | 0.2131 | 0.1507 | 0.0624 | 0.0517 | 0.0524 | -0.0019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118223 | -58236 | -86113 | -160741 | -55025 | -160741 |
Profit Factor | 2.0284 | 2.924 | 1.484 | 1.3996 | 2.2891 | 0.9872 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 62.8571 | 62.8571 | 62.8571 | 62.8571 | 62.8571 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.1986 | 1.7278 | 0.8769 | 0.8271 | 1.3527 | 0.5834 |
Largest Winning Trade | 79293 | 79293 | 53558 | 96533 | 96533 | 49958 |
Largest Losing Trade | -86113 | -31138 | -86113 | -160741 | -32706 | -160741 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 3503 | 1598 | 1905 | 3503 | 1598 | 1905 |
Profit Streak | 3.9546 | 0 | 83.4546 | 3.9546 | 0 | 83.4546 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86618 | 519858 | -107476 | -221971 | -118043 | -578159 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 89, "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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