Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905337.4633 | 833677.0747 | 71660.3886 | 242423.464 | 164579.7525 | 77843.7115 |
Total P&L (%) | 905.3375 | 833.6771 | 71.6604 | 242.4235 | 164.5798 | 77.8437 |
Avg Daily Profit (%) | 0.3811 | 0.3509 | 0.0302 | 0.0518 | 0.041 | 0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63543 | -77382 | -76165 | -224046 | -195939 | -121949 |
Profit Factor | 2.6842 | 3.8607 | 1.2911 | 1.2273 | 1.2654 | 1.1744 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.2593 | 6.1127 | 1.2104 | 1.4903 | 2.0036 | 1.101 |
Largest Winning Trade | 804259 | 804259 | 68432 | 260666 | 260666 | 121745 |
Largest Losing Trade | -50108 | -43078 | -50108 | -134211 | -134211 | -80150 |
Avg Bars in Trades | 150 | 136 | 163 | 150 | 136 | 163 |
Avg Bars in Winners | 249 | 267 | 235 | 249 | 267 | 235 |
Avg Bars in Losers | 69 | 54 | 87 | 69 | 54 | 87 |
Bars Traded | 9322 | 4243 | 5079 | 9322 | 4243 | 5079 |
Profit Streak | 55.3952 | 56.1452 | 55.3952 | 55.3952 | 56.1452 | 55.3952 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144272 | 462172 | -151824 | -283039 | -140649 | -188405 |
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{ "first_band": { "type": "rma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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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