Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282340.2865 | 127247.8969 | 155092.3895 | 68028.9612 | 29140.2543 | 38888.7069 |
Total P&L (%) | 282.3403 | 127.2479 | 155.0924 | 68.029 | 29.1403 | 38.8887 |
Avg Daily Profit (%) | 0.1751 | 0.0789 | 0.0962 | 0.0322 | 0.0159 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87590 | -87453 | -45572 | -195991 | -182255 | -121280 |
Profit Factor | 1.6056 | 1.5057 | 1.7228 | 1.0909 | 1.0722 | 1.1127 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51.9608 | 52.9412 | 50.9804 | 51.9608 | 52.9412 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.4845 | 1.3384 | 1.6566 | 1.0085 | 0.953 | 1.0699 |
Largest Winning Trade | 253668 | 253668 | 67356 | 250979 | 250979 | 74664 |
Largest Losing Trade | -34289 | -34289 | -27975 | -84920 | -84920 | -64827 |
Avg Bars in Trades | 183 | 170 | 195 | 183 | 170 | 195 |
Avg Bars in Winners | 221 | 174 | 269 | 221 | 174 | 269 |
Avg Bars in Losers | 141 | 165 | 119 | 141 | 165 | 119 |
Bars Traded | 18675 | 8683 | 9992 | 18675 | 8683 | 9992 |
Profit Streak | 38.4748 | 38.4748 | 90.3914 | 38.4748 | 38.4748 | 90.3914 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409284 | -264916 | -240248 | -268563 | -496342 | -443436 |
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 208, "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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