Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361061.5455 | 206621.4682 | 154440.0774 | 580410.5546 | 140658.229 | 439752.3256 |
Total P&L (%) | 361.0615 | 206.6215 | 154.4401 | 580.4106 | 140.6582 | 439.7523 |
Avg Daily Profit (%) | 0.3496 | 0.2001 | 0.1496 | 0.1859 | 0.0851 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84349 | -79762 | -36764 | -206490 | -322218 | -66635 |
Profit Factor | 2.0916 | 2.0157 | 2.2128 | 1.7232 | 1.2365 | 3.1161 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 62.5 | 53.125 | 71.875 | 62.5 | 53.125 | 71.875 |
Ratio Avg Win / Avg Loss | 1.2549 | 1.7786 | 0.8659 | 1.0339 | 1.091 | 1.2194 |
Largest Winning Trade | 116862 | 116862 | 42745 | 162585 | 162585 | 84197 |
Largest Losing Trade | -46035 | -32963 | -46035 | -138507 | -138507 | -57719 |
Avg Bars in Trades | 93 | 95 | 92 | 93 | 95 | 92 |
Avg Bars in Winners | 111 | 130 | 97 | 111 | 130 | 97 |
Avg Bars in Losers | 65 | 56 | 78 | 65 | 56 | 78 |
Bars Traded | 6012 | 3064 | 2948 | 6012 | 3064 | 2948 |
Profit Streak | 0 | 0 | 321.3435 | 0 | 0 | 321.3435 |
Trades During Streak | 0 | 0 | 10 | 0 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130113 | 425701 | 443684 | -131807 | -79299 | 591975 |
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{ "first_band": { "type": "rma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "offset": 24 } } }
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# | 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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