Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918771.1237 | 768609.9453 | 150161.1784 | 2651944.681 | 552141.4899 | 2099803.1911 |
Total P&L (%) | 918.7711 | 768.6099 | 150.1612 | 2651.9447 | 552.1415 | 2099.8032 |
Avg Daily Profit (%) | 0.4923 | 0.4118 | 0.0805 | 0.1778 | 0.1005 | 0.1658 |
Buy And Hold Return (%) | 22.2611 | 22.2611 | 22.2611 | 22.2611 | 22.2611 | 22.2611 |
Max Trade Drawdown | -160087 | -97104 | -134135 | -955987 | -733699 | -611846 |
Profit Factor | 3.0664 | 4.5375 | 1.6605 | 1.6811 | 1.2487 | 2.2546 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 58.6207 | 55.1724 | 62.069 | 58.6207 | 55.1724 | 62.069 |
Ratio Avg Win / Avg Loss | 2.1645 | 3.6868 | 1.0147 | 1.1866 | 1.0146 | 1.3778 |
Largest Winning Trade | 407744 | 407744 | 62742 | 815496 | 541961 | 815496 |
Largest Losing Trade | -46348 | -31421 | -46348 | -611846 | -548471 | -611846 |
Avg Bars in Trades | 122 | 85 | 160 | 122 | 85 | 160 |
Avg Bars in Winners | 144 | 78 | 203 | 144 | 78 | 203 |
Avg Bars in Losers | 91 | 93 | 89 | 91 | 93 | 89 |
Bars Traded | 7119 | 2470 | 4649 | 7119 | 2470 | 4649 |
Profit Streak | 59.2517 | 0 | 86.2517 | 59.2517 | 0 | 86.2517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161427 | 645106 | -81593 | -167900 | -57971 | 467757 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "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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