Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812308.1944 | 689969.3788 | 122338.8156 | 13817266.4748 | 15134096.401 | -1316829.9262 |
Total P&L (%) | 812.3082 | 689.9694 | 122.3388 | 13817.2665 | 15134.0964 | -1316.8299 |
Avg Daily Profit (%) | 0.4448 | 0.3778 | 0.067 | 0.2707 | 0.2756 | 0 |
Buy And Hold Return (%) | 671.6745 | 671.6745 | 671.6745 | 671.6745 | 671.6745 | 671.6745 |
Max Trade Drawdown | -78190 | -60714 | -75617 | -7647101 | -5716928 | -8283107 |
Profit Factor | 1.6044 | 2.0638 | 1.1759 | 1.2101 | 1.4681 | 0.9606 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 239 | 125 | 114 | 239 | 125 | 114 |
Losing Trades | 203 | 96 | 107 | 203 | 96 | 107 |
Profitability (%) | 54.0724 | 56.5611 | 51.5837 | 54.0724 | 56.5611 | 51.5837 |
Ratio Avg Win / Avg Loss | 1.3627 | 1.585 | 1.1037 | 1.0278 | 1.1275 | 0.9016 |
Largest Winning Trade | 86837 | 86837 | 76862 | 3614035 | 3614035 | 3556571 |
Largest Losing Trade | -28667 | -28667 | -25059 | -3374334 | -2625722 | -3374334 |
Avg Bars in Trades | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Winners | 57 | 48 | 67 | 57 | 48 | 67 |
Avg Bars in Losers | 38 | 41 | 36 | 38 | 41 | 36 |
Bars Traded | 21556 | 9992 | 11564 | 21556 | 9992 | 11564 |
Profit Streak | 0 | 25.9659 | 0 | 0 | 25.9659 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85743 | -141351 | -295451 | 396511 | 441574 | -579971 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 29, "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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