Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316782.5242 | 367137.569 | -50355.0448 | -105994.692 | -72285.9482 | -33708.7438 |
Total P&L (%) | 316.7825 | 367.1376 | -50.355 | -105.9947 | -72.2859 | -33.7087 |
Avg Daily Profit (%) | 0.1687 | 0.1955 | -0.0268 | 0 | -0.0683 | -0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159850 | -73452 | -280866 | -104286 | -29299 | -43021 |
Profit Factor | 1.1999 | 1.4929 | 0.94 | 0.4144 | 0.3577 | 0.5076 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 133 | 65 | 68 | 138 | 70 | 68 |
Losing Trades | 151 | 77 | 74 | 146 | 72 | 74 |
Profitability (%) | 46.831 | 45.7746 | 47.8873 | 48.5915 | 49.2958 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.3623 | 1.7685 | 1.023 | 0.4384 | 0.3679 | 0.5524 |
Largest Winning Trade | 112117 | 112117 | 44784 | 23889 | 23889 | 13443 |
Largest Losing Trade | -111025 | -47863 | -111025 | -45741 | -45741 | -41404 |
Avg Bars in Trades | 78 | 89 | 67 | 78 | 89 | 67 |
Avg Bars in Winners | 97 | 113 | 83 | 65 | 75 | 55 |
Avg Bars in Losers | 61 | 69 | 52 | 90 | 103 | 78 |
Bars Traded | 22252 | 12736 | 9516 | 22252 | 12736 | 9516 |
Profit Streak | 23.3039 | 23.3039 | 115.7205 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288208 | 312518 | -579152 | -579840 | -581229 | -581777 |
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{ "first_band": { "type": "rma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 233, "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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