Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513018.2747 | 1462988.9137 | 50029.3611 | 1680222.024 | 1249518.4632 | 430703.5608 |
Total P&L (%) | 1513.0183 | 1462.9889 | 50.0294 | 1680.222 | 1249.5185 | 430.7036 |
Avg Daily Profit (%) | 0.821 | 0.7938 | 0.0271 | 0.1564 | 0.1413 | 0.0906 |
Buy And Hold Return (%) | 607.7637 | 607.7637 | 607.7637 | 607.7637 | 607.7637 | 607.7637 |
Max Trade Drawdown | -103043 | -108443 | -78801 | -857664 | -990216 | -629408 |
Profit Factor | 3.9033 | 5.7846 | 1.2323 | 1.4543 | 1.5949 | 1.2695 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 4.907 | 8.3154 | 1.362 | 1.8282 | 2.2926 | 1.4031 |
Largest Winning Trade | 800094 | 800094 | 68148 | 1133715 | 1133715 | 469537 |
Largest Losing Trade | -36388 | -36388 | -30966 | -358182 | -358182 | -313083 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 63 | 70 | 57 | 63 | 70 | 57 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 3468 | 1717 | 1751 | 3468 | 1717 | 1751 |
Profit Streak | 88.8637 | 339.8637 | 88.8637 | 88.8637 | 339.8637 | 88.8637 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15983 | 548049 | -323104 | -26050 | -9592 | -238269 |
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{ "first_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 37, "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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