Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905033.0147 | 757925.6339 | 147107.3808 | 2085272.2988 | 355978.2 | 1729294.0988 |
Total P&L (%) | 905.033 | 757.9256 | 147.1074 | 2085.2723 | 355.9782 | 1729.2941 |
Avg Daily Profit (%) | 0.482 | 0.4036 | 0.0783 | 0.1644 | 0.0808 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96009 | -86434 | -30582 | -1365692 | -1224609 | -479438 |
Profit Factor | 4.0966 | 5.1345 | 2.3503 | 1.628 | 1.1636 | 2.5101 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.4076 | 7.2739 | 2.8927 | 2.1489 | 1.6485 | 3.0894 |
Largest Winning Trade | 702579 | 702579 | 52030 | 789907 | 697755 | 789907 |
Largest Losing Trade | -38412 | -38412 | -21080 | -316648 | -316648 | -191639 |
Avg Bars in Trades | 373 | 330 | 417 | 373 | 330 | 417 |
Avg Bars in Winners | 672 | 587 | 750 | 672 | 587 | 750 |
Avg Bars in Losers | 147 | 148 | 146 | 147 | 148 | 146 |
Bars Traded | 21675 | 9570 | 12105 | 21675 | 9570 | 12105 |
Profit Streak | 60.6467 | 0 | 84.1467 | 60.6467 | 0 | 84.1467 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164041 | 513511 | -85382 | -170806 | -127862 | 393424 |
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{ "first_band": { "type": "rma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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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