Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373434.1392 | 1295549.0473 | 77885.0918 | 1615864.7431 | 97182.2271 | 1518682.5161 |
Total P&L (%) | 1373.4341 | 1295.549 | 77.8851 | 1615.8647 | 97.1822 | 1518.6825 |
Avg Daily Profit (%) | 0.7291 | 0.6878 | 0.0413 | 0.151 | 0.0361 | 0.1479 |
Buy And Hold Return (%) | 288.097 | 288.097 | 288.097 | 288.097 | 288.097 | 288.097 |
Max Trade Drawdown | -121438 | -60009 | -103817 | -2795520 | -2015555 | -964739 |
Profit Factor | 3.7857 | 5.6483 | 1.3634 | 1.2774 | 1.0248 | 1.794 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 42.4242 | 38 | 46.9388 | 42.4242 | 38 | 46.9388 |
Ratio Avg Win / Avg Loss | 5.1377 | 9.2156 | 1.5413 | 1.7336 | 1.6721 | 2.028 |
Largest Winning Trade | 1028978 | 1028978 | 51199 | 1687132 | 1687132 | 842059 |
Largest Losing Trade | -60857 | -39908 | -60857 | -1139548 | -1139548 | -826847 |
Avg Bars in Trades | 112 | 113 | 111 | 112 | 113 | 111 |
Avg Bars in Winners | 171 | 180 | 163 | 171 | 180 | 163 |
Avg Bars in Losers | 69 | 72 | 65 | 69 | 72 | 65 |
Bars Traded | 11147 | 5679 | 5468 | 11147 | 5679 | 5468 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548711 | -166025 | -302965 | 182372 | -687331 | 215559 |
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{ "first_band": { "type": "rma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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