Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232134.7275 | 360304.4347 | -128169.7072 | -65242.2254 | 391828.1736 | -457070.3991 |
Total P&L (%) | 232.1347 | 360.3044 | -128.1697 | -65.2422 | 391.8282 | -457.0704 |
Avg Daily Profit (%) | 0.1174 | 0.1822 | -0.0648 | -0.0534 | 0.0806 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219032 | -40191 | -347791 | -794622 | -272311 | -850680 |
Profit Factor | 1.4018 | 3.2048 | 0.6906 | 0.9484 | 2.1488 | 0.5045 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Losing Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Profitability (%) | 50 | 63.3333 | 36.6667 | 50 | 63.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 1.4018 | 1.8554 | 1.1929 | 0.9484 | 1.2441 | 0.8715 |
Largest Winning Trade | 156825 | 156825 | 94866 | 380531 | 380531 | 170223 |
Largest Losing Trade | -71265 | -32883 | -71265 | -289297 | -134575 | -289297 |
Avg Bars in Trades | 91 | 46 | 136 | 91 | 46 | 136 |
Avg Bars in Winners | 98 | 50 | 182 | 98 | 50 | 182 |
Avg Bars in Losers | 84 | 39 | 110 | 84 | 39 | 110 |
Bars Traded | 5492 | 1388 | 4104 | 5492 | 1388 | 4104 |
Profit Streak | 0 | 0 | 565.172 | 0 | 0 | 565.172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209042 | 549920 | -583760 | -754277 | -80673 | -585427 |
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 51, "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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