Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188451.686 | 130815.5323 | 57636.1537 | 210463.8935 | 142325.2877 | 68138.6058 |
Total P&L (%) | 188.4517 | 130.8155 | 57.6362 | 210.4639 | 142.3253 | 68.1386 |
Avg Daily Profit (%) | 0.4719 | 0.3276 | 0.1443 | 0.2841 | 0.2219 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57893 | -39470 | -30334 | -179751 | -107584 | -97484 |
Profit Factor | 1.9621 | 2.2703 | 1.6205 | 1.4914 | 1.6387 | 1.3316 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 44.3478 | 45.614 | 43.1034 | 44.3478 | 45.614 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.4623 | 2.7069 | 2.139 | 1.8715 | 1.9539 | 1.7577 |
Largest Winning Trade | 136157 | 136157 | 29396 | 169343 | 169343 | 86341 |
Largest Losing Trade | -16853 | -11749 | -16853 | -48996 | -28399 | -48996 |
Avg Bars in Trades | 162 | 146 | 179 | 162 | 146 | 179 |
Avg Bars in Winners | 238 | 235 | 240 | 238 | 235 | 240 |
Avg Bars in Losers | 102 | 71 | 132 | 102 | 71 | 132 |
Bars Traded | 18735 | 8342 | 10393 | 18735 | 8342 | 10393 |
Profit Streak | 141.3211 | 0 | 141.5711 | 141.3211 | 0 | 141.5711 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410273 | -169682 | -181231 | 303423 | -171804 | -201044 |
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{ "first_band": { "type": "rma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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