Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90550.1835 | 49331.9592 | 41218.2244 | 37300.2587 | 57797.2183 | -20496.9595 |
Total P&L (%) | 90.5502 | 49.332 | 41.2182 | 37.3003 | 57.7972 | -20.497 |
Avg Daily Profit (%) | 0.3477 | 0.1894 | 0.1583 | 0.1218 | 0.1753 | -0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64635 | -16205 | -67759 | -154719 | -21140 | -159759 |
Profit Factor | 1.4229 | 1.6516 | 1.2978 | 1.1051 | 1.5583 | 0.9185 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 64.5833 | 59.7222 | 69.4444 | 64.5833 | 59.7222 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.7803 | 1.1139 | 0.571 | 0.606 | 1.051 | 0.4041 |
Largest Winning Trade | 15113 | 15113 | 14176 | 21826 | 21032 | 21826 |
Largest Losing Trade | -64635 | -13937 | -64635 | -154719 | -18228 | -154719 |
Avg Bars in Trades | 168 | 184 | 152 | 168 | 184 | 152 |
Avg Bars in Winners | 125 | 132 | 119 | 125 | 132 | 119 |
Avg Bars in Losers | 247 | 262 | 227 | 247 | 262 | 227 |
Bars Traded | 24284 | 13306 | 10978 | 24284 | 13306 | 10978 |
Profit Streak | 7.1971 | 7.1971 | 21.5616 | 7.1971 | 7.1971 | 21.5616 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362764 | -70478 | -73451 | -137463 | -70374 | -657783 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 172, "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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