Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1676651.3547 | 1603147.7082 | 73503.6465 | 1131843.1002 | -707239.6055 | 1839082.7057 |
Total P&L (%) | 1676.6514 | 1603.1477 | 73.5036 | 1131.8431 | -707.2396 | 1839.0827 |
Avg Daily Profit (%) | 0.9303 | 0.8895 | 0.0408 | 0.1394 | 0 | 0.1646 |
Buy And Hold Return (%) | 284.4131 | 284.4131 | 284.4131 | 284.4131 | 284.4131 | 284.4131 |
Max Trade Drawdown | -132044 | -142075 | -97635 | -4704678 | -3618110 | -2385453 |
Profit Factor | 3.1949 | 4.5442 | 1.2359 | 1.0749 | 0.9269 | 1.338 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 47.619 | 44.5946 | 50.6849 | 47.619 | 44.5946 | 50.6849 |
Ratio Avg Win / Avg Loss | 3.5144 | 5.6458 | 1.2025 | 1.1824 | 1.1516 | 1.3018 |
Largest Winning Trade | 1145000 | 1145000 | 49995 | 1765122 | 1765122 | 1690256 |
Largest Losing Trade | -67246 | -48084 | -67246 | -1728782 | -1728782 | -1284609 |
Avg Bars in Trades | 48 | 62 | 33 | 48 | 62 | 33 |
Avg Bars in Winners | 57 | 65 | 49 | 57 | 65 | 49 |
Avg Bars in Losers | 39 | 59 | 17 | 39 | 59 | 17 |
Bars Traded | 7079 | 4603 | 2476 | 7079 | 4603 | 2476 |
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 | 652020 | -46764 | -376382 | -147438 | -645671 | -64173 |
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{ "first_band": { "type": "rma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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