Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114653.8047 | 15258.7829 | 99395.0218 | 97339.4386 | -82592.4137 | 179931.8523 |
Total P&L (%) | 114.6538 | 15.2588 | 99.395 | 97.3394 | -82.5924 | 179.9319 |
Avg Daily Profit (%) | 0.2201 | 0.0293 | 0.1908 | 0.1306 | -0.3351 | 0.1978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83226 | -70544 | -39869 | -291659 | -249984 | -93966 |
Profit Factor | 1.3841 | 1.0915 | 1.7539 | 1.1346 | 0.8129 | 1.6382 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 61.6 | 59.6774 | 63.4921 | 61.6 | 59.6774 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.8628 | 0.7375 | 1.0085 | 0.7073 | 0.5493 | 0.942 |
Largest Winning Trade | 18483 | 14350 | 18483 | 54041 | 37549 | 54041 |
Largest Losing Trade | -35847 | -35847 | -25069 | -151464 | -151464 | -58541 |
Avg Bars in Trades | 193 | 213 | 173 | 193 | 213 | 173 |
Avg Bars in Winners | 124 | 107 | 139 | 124 | 107 | 139 |
Avg Bars in Losers | 304 | 371 | 232 | 304 | 371 | 232 |
Bars Traded | 24198 | 13256 | 10942 | 24198 | 13256 | 10942 |
Profit Streak | 24.2106 | 24.2315 | 24.2106 | 24.2106 | 24.2315 | 24.2106 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324721 | -438240 | -135198 | -90562 | -733728 | -137028 |
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 213, "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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