Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087943.3091 | 974162.5956 | 113780.7135 | 4895175.178 | 3681860.6968 | 1213314.4812 |
Total P&L (%) | 1087.9433 | 974.1626 | 113.7807 | 4895.1752 | 3681.8607 | 1213.3145 |
Avg Daily Profit (%) | 0.5222 | 0.4676 | 0.0546 | 0.1879 | 0.1745 | 0.1237 |
Buy And Hold Return (%) | 193.193 | 193.193 | 193.193 | 193.193 | 193.193 | 193.193 |
Max Trade Drawdown | -108033 | -79966 | -65990 | -13179398 | -8479658 | -8638273 |
Profit Factor | 3.4951 | 5.435 | 1.5258 | 1.1086 | 1.1436 | 1.0625 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 41.1765 | 43.1373 | 39.2157 | 41.1765 | 43.1373 | 39.2157 |
Ratio Avg Win / Avg Loss | 4.993 | 7.1644 | 2.365 | 1.5838 | 1.5075 | 1.6468 |
Largest Winning Trade | 618557 | 618557 | 59582 | 7977373 | 7977373 | 4767761 |
Largest Losing Trade | -45231 | -25071 | -45231 | -3207482 | -3207482 | -3060736 |
Avg Bars in Trades | 239 | 221 | 257 | 239 | 221 | 257 |
Avg Bars in Winners | 443 | 356 | 539 | 443 | 356 | 539 |
Avg Bars in Losers | 96 | 119 | 75 | 96 | 119 | 75 |
Bars Traded | 24454 | 11304 | 13149 | 24454 | 11304 | 13149 |
Profit Streak | 0 | 0 | 24.7988 | 0 | 0 | 24.7988 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482576 | -165590 | -466894 | -95147 | -236355 | -362366 |
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{ "first_band": { "type": "rma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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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