Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446337.6849 | 439329.8646 | 7007.8202 | 26940.7751 | 106522.5648 | -79581.7897 |
Total P&L (%) | 446.3377 | 439.3299 | 7.0078 | 26.9408 | 106.5226 | -79.5818 |
Avg Daily Profit (%) | 0.2377 | 0.234 | 0.0037 | 0.0127 | 0.0386 | -0.0846 |
Buy And Hold Return (%) | 77.6682 | 77.6682 | 77.6682 | 77.6682 | 77.6682 | 77.6682 |
Max Trade Drawdown | -169746 | -128884 | -100032 | -211812 | -119667 | -102840 |
Profit Factor | 1.8494 | 2.4246 | 1.0323 | 1.0764 | 1.5503 | 0.5003 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.5556 | 51.6129 | 59.375 | 55.5556 | 51.6129 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4796 | 2.273 | 0.7063 | 0.8611 | 1.4534 | 0.3423 |
Largest Winning Trade | 274295 | 274295 | 40257 | 151759 | 151759 | 18593 |
Largest Losing Trade | -66011 | -66011 | -30017 | -101485 | -101485 | -31923 |
Avg Bars in Trades | 82 | 113 | 52 | 82 | 113 | 52 |
Avg Bars in Winners | 75 | 89 | 62 | 75 | 89 | 62 |
Avg Bars in Losers | 91 | 139 | 36 | 91 | 139 | 36 |
Bars Traded | 5195 | 3527 | 1668 | 5195 | 3527 | 1668 |
Profit Streak | 169.7349 | 169.7349 | 472.7349 | 169.7349 | 169.7349 | 472.7349 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139418 | 445880 | -537712 | -628770 | -189130 | -578204 |
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{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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