Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73813.7779 | 37008.6391 | 36805.1389 | 80035.7474 | 39761.0037 | 40274.7437 |
Total P&L (%) | 73.8138 | 37.0086 | 36.8051 | 80.0357 | 39.761 | 40.2747 |
Avg Daily Profit (%) | 0.1608 | 0.0806 | 0.0802 | 0.1282 | 0.0729 | 0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28088 | -14001 | -25876 | -41710 | -19628 | -30484 |
Profit Factor | 1.4335 | 1.4804 | 1.3948 | 1.3893 | 1.4322 | 1.3545 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 66.6667 | 65.4762 | 67.8571 | 66.6667 | 65.4762 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.7168 | 0.7806 | 0.6607 | 0.6946 | 0.7552 | 0.6416 |
Largest Winning Trade | 28565 | 6475 | 28565 | 35525 | 7003 | 35525 |
Largest Losing Trade | -19775 | -14001 | -19775 | -26316 | -14641 | -26316 |
Avg Bars in Trades | 63 | 51 | 75 | 63 | 51 | 75 |
Avg Bars in Winners | 54 | 46 | 61 | 54 | 46 | 61 |
Avg Bars in Losers | 81 | 60 | 105 | 81 | 60 | 105 |
Bars Traded | 10680 | 4323 | 6357 | 10680 | 4323 | 6357 |
Profit Streak | 604.737 | 617.362 | 604.737 | 604.737 | 617.362 | 604.737 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351110 | -86140 | -87338 | -19728 | -96413 | -95842 |
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{ "first_band": { "type": "rma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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