Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668177.7191 | 752157.052 | -83979.3329 | -77537.1394 | 297596.7286 | -375133.868 |
Total P&L (%) | 668.1777 | 752.1571 | -83.9793 | -77.5371 | 297.5967 | -375.1339 |
Avg Daily Profit (%) | 0.3481 | 0.3918 | -0.0437 | -0.0778 | 0.0719 | 0 |
Buy And Hold Return (%) | 15.1037 | 15.1037 | 15.1037 | 15.1037 | 15.1037 | 15.1037 |
Max Trade Drawdown | -298518 | -212204 | -106072 | -1170536 | -782819 | -465300 |
Profit Factor | 2.2018 | 3.0519 | 0.5566 | 0.9548 | 1.2897 | 0.4545 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 40.7407 | 35 | 46.3415 | 40.7407 | 35 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.2026 | 5.6677 | 0.6445 | 1.3888 | 2.3951 | 0.5263 |
Largest Winning Trade | 950566 | 950566 | 19754 | 1079441 | 1079441 | 118343 |
Largest Losing Trade | -38385 | -38385 | -21020 | -193329 | -193329 | -173581 |
Avg Bars in Trades | 260 | 471 | 55 | 260 | 471 | 55 |
Avg Bars in Winners | 439 | 951 | 61 | 439 | 951 | 61 |
Avg Bars in Losers | 137 | 212 | 49 | 137 | 212 | 49 |
Bars Traded | 21107 | 18852 | 2255 | 21107 | 18852 | 2255 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6385 | 349282 | -582165 | -598989 | -101571 | -582165 |
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{ "first_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 134, "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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