Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7185024.5646 | 7180452.6674 | 4571.8972 | 2635018.4467 | 2125942.3672 | 509076.0795 |
Total P&L (%) | 7185.0246 | 7180.4527 | 4.5719 | 2635.0184 | 2125.9424 | 509.0761 |
Avg Daily Profit (%) | 4.219 | 4.2164 | 0.0027 | 0.1945 | 0.1824 | 0.1062 |
Buy And Hold Return (%) | 2113.5356 | 2113.5356 | 2113.5356 | 2113.5356 | 2113.5356 | 2113.5356 |
Max Trade Drawdown | -107473 | -75667 | -78816 | -2756643 | -1676593 | -1522448 |
Profit Factor | 14.1903 | 23.6984 | 1.02 | 1.2457 | 1.3357 | 1.1159 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 34.2105 | 35.0877 | 33.3333 | 34.2105 | 35.0877 | 33.3333 |
Ratio Avg Win / Avg Loss | 27.2891 | 43.842 | 2.04 | 2.3956 | 2.471 | 2.2319 |
Largest Winning Trade | 7162461 | 7162461 | 56890 | 2077674 | 2077674 | 804710 |
Largest Losing Trade | -46493 | -46493 | -25248 | -782414 | -597959 | -782414 |
Avg Bars in Trades | 173 | 217 | 129 | 173 | 217 | 129 |
Avg Bars in Winners | 339 | 434 | 239 | 339 | 434 | 239 |
Avg Bars in Losers | 86 | 99 | 73 | 86 | 99 | 73 |
Bars Traded | 19737 | 12381 | 7356 | 19737 | 12381 | 7356 |
Profit Streak | 0 | 0 | 440.3033 | 0 | 0 | 440.3033 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571626 | -164418 | -738628 | -85999 | -340783 | -494759 |
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{ "first_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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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