Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750259.1421 | 1672050.948 | 78208.1941 | 2599629.4155 | 563020.035 | 2036609.3805 |
Total P&L (%) | 1750.2591 | 1672.0509 | 78.2082 | 2599.6294 | 563.02 | 2036.6094 |
Avg Daily Profit (%) | 0.9266 | 0.8852 | 0.0414 | 0.1746 | 0.1002 | 0.1622 |
Buy And Hold Return (%) | 251.02 | 251.02 | 251.02 | 251.02 | 251.02 | 251.02 |
Max Trade Drawdown | -116560 | -106779 | -50187 | -3829836 | -2796882 | -1726710 |
Profit Factor | 3.9814 | 6.3748 | 1.2834 | 1.2089 | 1.0845 | 1.3523 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 41.0072 | 37.6812 | 44.2857 | 41.0072 | 37.6812 | 44.2857 |
Ratio Avg Win / Avg Loss | 5.7276 | 10.543 | 1.6146 | 1.7391 | 1.7935 | 1.7013 |
Largest Winning Trade | 1374158 | 1374158 | 61127 | 1853546 | 1785054 | 1853546 |
Largest Losing Trade | -40010 | -40010 | -34674 | -1604556 | -550156 | -1604556 |
Avg Bars in Trades | 157 | 146 | 168 | 157 | 146 | 168 |
Avg Bars in Winners | 255 | 232 | 274 | 255 | 232 | 274 |
Avg Bars in Losers | 89 | 94 | 84 | 89 | 94 | 84 |
Bars Traded | 21923 | 10120 | 11803 | 21923 | 10120 | 11803 |
Profit Streak | 33.3597 | 121.4431 | 33.3597 | 33.3597 | 121.4431 | 33.3597 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 654163 | -83854 | -398421 | 227689 | -295959 | -86909 |
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{ "first_band": { "type": "rma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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