Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66937.1644 | 38123.8803 | 28813.2841 | 58288.1418 | 26589.2754 | 31698.8664 |
Total P&L (%) | 66.9372 | 38.1239 | 28.8133 | 58.2881 | 26.5893 | 31.6989 |
Avg Daily Profit (%) | 0.257 | 0.1464 | 0.1106 | 0.1765 | 0.0906 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49397 | -28569 | -47568 | -69668 | -43347 | -59284 |
Profit Factor | 1.3901 | 1.4918 | 1.3063 | 1.2568 | 1.2451 | 1.2675 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 63.5294 | 66.6667 | 60.4651 | 63.5294 | 66.6667 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.798 | 0.7459 | 0.8541 | 0.7215 | 0.6225 | 0.8288 |
Largest Winning Trade | 22678 | 18149 | 22678 | 26357 | 16483 | 26357 |
Largest Losing Trade | -23571 | -23571 | -18748 | -35085 | -35085 | -20955 |
Avg Bars in Trades | 281 | 274 | 288 | 281 | 274 | 288 |
Avg Bars in Winners | 178 | 168 | 190 | 178 | 168 | 190 |
Avg Bars in Losers | 460 | 488 | 438 | 460 | 488 | 438 |
Bars Traded | 23950 | 11549 | 12402 | 23950 | 11549 | 12402 |
Profit Streak | 4.9295 | 16.367 | 4.9295 | 4.9295 | 16.367 | 4.9295 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318731 | 67546 | -49381 | 243866 | -75078 | -55834 |
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "offset": 220 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "offset": 220 } } }
# | 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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