Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766290.7391 | 727515.1309 | 38775.6082 | 578445.0001 | 581731.3006 | -3286.3005 |
Total P&L (%) | 766.2907 | 727.5151 | 38.7756 | 578.445 | 581.7313 | -3.2863 |
Avg Daily Profit (%) | 0.4158 | 0.3947 | 0.021 | 0.1039 | 0.1042 | -0.0018 |
Buy And Hold Return (%) | 144.1864 | 144.1864 | 144.1864 | 144.1864 | 144.1864 | 144.1864 |
Max Trade Drawdown | -66417 | -55123 | -61459 | -501258 | -396476 | -432500 |
Profit Factor | 3.0693 | 4.633 | 1.228 | 1.2613 | 1.4888 | 0.9968 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.4413 | 4.3756 | 1.6373 | 1.4142 | 1.4061 | 1.3291 |
Largest Winning Trade | 698715 | 698715 | 46879 | 653402 | 653402 | 184358 |
Largest Losing Trade | -30460 | -30460 | -24173 | -163684 | -163684 | -161368 |
Avg Bars in Trades | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Winners | 138 | 140 | 136 | 138 | 140 | 136 |
Avg Bars in Losers | 70 | 60 | 79 | 70 | 60 | 79 |
Bars Traded | 7192 | 3563 | 3629 | 7192 | 3563 | 3629 |
Profit Streak | 0 | 0 | 86.5516 | 0 | 0 | 86.5516 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85266 | 579625 | -332006 | -156054 | -54230 | -581340 |
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{ "first_band": { "type": "rma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 88, "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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