Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893605.6642 | 675380.8997 | 218224.7646 | 5884917.9499 | 4746593.0728 | 1138324.877 |
Total P&L (%) | 893.6057 | 675.3809 | 218.2248 | 5884.918 | 4746.5931 | 1138.3249 |
Avg Daily Profit (%) | 0.375 | 0.2834 | 0.0916 | 0.1719 | 0.163 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117237 | -67824 | -98547 | -9228609 | -7477188 | -6199914 |
Profit Factor | 2.3852 | 2.982 | 1.717 | 1.1561 | 1.2472 | 1.0616 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 61.1765 | 60.4651 | 61.9048 | 61.1765 | 60.4651 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.5137 | 1.9498 | 1.0566 | 0.7337 | 0.8155 | 0.6533 |
Largest Winning Trade | 161413 | 161413 | 69481 | 4166082 | 2924905 | 4166082 |
Largest Losing Trade | -74999 | -49593 | -74999 | -4060986 | -4060986 | -3590754 |
Avg Bars in Trades | 53 | 32 | 74 | 53 | 32 | 74 |
Avg Bars in Winners | 65 | 27 | 103 | 65 | 27 | 103 |
Avg Bars in Losers | 34 | 39 | 27 | 34 | 39 | 27 |
Bars Traded | 4535 | 1388 | 3147 | 4535 | 1388 | 3147 |
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 | 577106 | 570728 | -66975 | -40679 | 260033 | -204383 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "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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