Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280985.1315 | 229104.4241 | 51880.7074 | -115302.6701 | 5585.0075 | -120887.6775 |
Total P&L (%) | 280.9851 | 229.1044 | 51.8807 | -115.3027 | 5.585 | -120.8877 |
Avg Daily Profit (%) | 0.2697 | 0.2199 | 0.0498 | 0 | 0.0052 | 0 |
Buy And Hold Return (%) | 12.7421 | 12.7421 | 12.7421 | 12.7421 | 12.7421 | 12.7421 |
Max Trade Drawdown | -119320 | -75325 | -118411 | -170316 | -17738 | -158074 |
Profit Factor | 1.3256 | 1.6678 | 1.0998 | 0.543 | 1.0995 | 0.3838 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 208 | 100 | 108 | 119 | 61 | 58 |
Losing Trades | 112 | 60 | 52 | 201 | 99 | 102 |
Profitability (%) | 65 | 62.5 | 67.5 | 37.1875 | 38.125 | 36.25 |
Ratio Avg Win / Avg Loss | 0.7138 | 1.0007 | 0.5295 | 0.9172 | 1.7844 | 0.6749 |
Largest Winning Trade | 28349 | 28349 | 17346 | 15557 | 15557 | 8972 |
Largest Losing Trade | -101732 | -45008 | -101732 | -138103 | -2994 | -138103 |
Avg Bars in Trades | 77 | 79 | 74 | 77 | 79 | 74 |
Avg Bars in Winners | 54 | 57 | 51 | 114 | 120 | 107 |
Avg Bars in Losers | 119 | 117 | 122 | 55 | 54 | 56 |
Bars Traded | 24712 | 12736 | 11976 | 24712 | 12736 | 11976 |
Profit Streak | 0 | 0 | 41.1895 | 15.2312 | 19.3145 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374706 | 422736 | -237024 | -583502 | -465113 | -585842 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 73, "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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