Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101587.8122 | 41935.2026 | 59652.6096 | 102610.2065 | 40518.9023 | 62091.3043 |
Total P&L (%) | 101.5878 | 41.9352 | 59.6526 | 102.6102 | 40.5189 | 62.0913 |
Avg Daily Profit (%) | 0.3901 | 0.161 | 0.2291 | 0.2715 | 0.1307 | 0.1856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54759 | -28068 | -44380 | -80120 | -46961 | -66297 |
Profit Factor | 1.5138 | 1.4152 | 1.6166 | 1.3969 | 1.3158 | 1.4769 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 63.7255 | 64.7059 | 62.7451 | 63.7255 | 64.7059 | 62.7451 |
Ratio Avg Win / Avg Loss | 0.8617 | 0.7719 | 0.9599 | 0.7952 | 0.7177 | 0.8769 |
Largest Winning Trade | 16000 | 16000 | 12034 | 17109 | 17109 | 16883 |
Largest Losing Trade | -29248 | -22667 | -29248 | -36548 | -36548 | -36501 |
Avg Bars in Trades | 229 | 246 | 213 | 229 | 246 | 213 |
Avg Bars in Winners | 146 | 156 | 137 | 146 | 156 | 137 |
Avg Bars in Losers | 375 | 410 | 342 | 375 | 410 | 342 |
Bars Traded | 23444 | 12557 | 10887 | 23444 | 12557 | 10887 |
Profit Streak | 15.3455 | 32.5538 | 15.3455 | 15.3455 | 32.5538 | 15.3455 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385055 | -173733 | -171753 | 322864 | -200281 | -172746 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "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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