Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793808.6042 | 888666.4385 | -94857.8343 | -83191.8489 | 91098.4077 | -174290.2566 |
Total P&L (%) | 793.8086 | 888.6664 | -94.8578 | -83.1918 | 91.0984 | -174.2903 |
Avg Daily Profit (%) | 0.4164 | 0.4661 | -0.0498 | -0.0935 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -347740 | -232447 | -121415 | -1554173 | -1181415 | -374207 |
Profit Factor | 2.4177 | 3.3526 | 0.4793 | 0.9567 | 1.0629 | 0.6327 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 35.6164 | 33.3333 | 37.8378 | 35.6164 | 33.3333 | 37.8378 |
Ratio Avg Win / Avg Loss | 4.3704 | 6.7052 | 0.7875 | 1.7294 | 2.1259 | 1.0394 |
Largest Winning Trade | 1113928 | 1113928 | 14645 | 1269847 | 1269847 | 187137 |
Largest Losing Trade | -44389 | -44389 | -36507 | -305421 | -305421 | -133404 |
Avg Bars in Trades | 149 | 280 | 22 | 149 | 280 | 22 |
Avg Bars in Winners | 224 | 461 | 20 | 224 | 461 | 20 |
Avg Bars in Losers | 108 | 190 | 23 | 108 | 190 | 23 |
Bars Traded | 10936 | 10108 | 828 | 10936 | 10108 | 828 |
Profit Streak | 0 | 86.4626 | 0 | 0 | 86.4626 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67377 | 388709 | -585224 | -659871 | -303612 | -583557 |
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{ "first_band": { "type": "rma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "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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