Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61441.2884 | 212309.643 | -150868.3546 | 2767100.7498 | -181141.0265 | 2948241.7763 |
Total P&L (%) | 61.4413 | 212.3096 | -150.8684 | 2767.1008 | -181.141 | 2948.2418 |
Avg Daily Profit (%) | 0.0317 | 0.1095 | -0.0778 | 0.1733 | 0 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306433 | -41881 | -383474 | -961357 | -1237818 | -1209846 |
Profit Factor | 1.0761 | 1.884 | 0.7338 | 1.3772 | 0.9585 | 1.9938 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 25 | 19 | 40 | 21 | 19 |
Losing Trades | 35 | 15 | 20 | 39 | 19 | 20 |
Profitability (%) | 55.6962 | 62.5 | 48.7179 | 50.6329 | 52.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.856 | 1.1304 | 0.7724 | 1.3428 | 0.8672 | 2.0987 |
Largest Winning Trade | 57770 | 57770 | 56617 | 1174520 | 714021 | 1174520 |
Largest Losing Trade | -259638 | -30143 | -259638 | -845803 | -783973 | -845803 |
Avg Bars in Trades | 69 | 29 | 110 | 69 | 29 | 110 |
Avg Bars in Winners | 73 | 21 | 142 | 72 | 18 | 132 |
Avg Bars in Losers | 62 | 41 | 79 | 65 | 41 | 89 |
Bars Traded | 5454 | 1162 | 4293 | 5454 | 1162 | 4293 |
Profit Streak | 0 | 0 | 74.6796 | 0 | 0 | 74.6796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320084 | -42372 | -580698 | -22830 | -580147 | 421364 |
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "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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