Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902111.5491 | 805130.1944 | 96981.3548 | 10458123.369 | 3357732.2979 | 7100391.0711 |
Total P&L (%) | 902.1115 | 805.1302 | 96.9814 | 10458.1234 | 3357.7323 | 7100.3911 |
Avg Daily Profit (%) | 0.3987 | 0.3559 | 0.0429 | 0.2062 | 0.1567 | 0.1892 |
Buy And Hold Return (%) | 341.3249 | 341.3249 | 341.3249 | 341.3249 | 341.3249 | 341.3249 |
Max Trade Drawdown | -141984 | -67094 | -169607 | -1477369 | -2171873 | -1321974 |
Profit Factor | 2.6821 | 4.4596 | 1.3195 | 2.1783 | 1.6015 | 3.1558 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50.5495 | 52.1739 | 48.8889 | 50.5495 | 52.1739 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.6238 | 4.0879 | 1.3794 | 2.1309 | 1.4681 | 3.2992 |
Largest Winning Trade | 267321 | 267321 | 58551 | 3569487 | 2884125 | 3569487 |
Largest Losing Trade | -40726 | -38312 | -40726 | -1352686 | -1352686 | -938552 |
Avg Bars in Trades | 42 | 30 | 54 | 42 | 30 | 54 |
Avg Bars in Winners | 53 | 32 | 77 | 53 | 32 | 77 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 3866 | 1398 | 2468 | 3866 | 1398 | 2468 |
Profit Streak | 0 | 0 | 325.4968 | 0 | 0 | 325.4968 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422579 | 454581 | -300249 | 451751 | 357961 | 538383 |
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{ "first_band": { "type": "midprice", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 14, "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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