Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309512.5354 | 1208516.1531 | 100996.3824 | 1672338.1236 | -128662.0571 | 1801000.1807 |
Total P&L (%) | 1309.5125 | 1208.5162 | 100.9964 | 1672.3381 | -128.6621 | 1801.0002 |
Avg Daily Profit (%) | 0.7065 | 0.652 | 0.0545 | 0.1552 | 0 | 0.159 |
Buy And Hold Return (%) | 95.2439 | 95.2439 | 95.2439 | 95.2439 | 95.2439 | 95.2439 |
Max Trade Drawdown | -73764 | -79135 | -36707 | -2322431 | -2064599 | -973059 |
Profit Factor | 5.5878 | 8.297 | 1.843 | 1.2672 | 0.9676 | 1.7861 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 36.6667 | 51.7241 | 44.0678 | 36.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 7.0923 | 14.3311 | 1.7201 | 1.6084 | 1.6712 | 1.667 |
Largest Winning Trade | 1180826 | 1180826 | 54641 | 1283168 | 1205319 | 1283168 |
Largest Losing Trade | -36707 | -29024 | -36707 | -1149056 | -1149056 | -973059 |
Avg Bars in Trades | 184 | 156 | 212 | 184 | 156 | 212 |
Avg Bars in Winners | 319 | 285 | 344 | 319 | 285 | 344 |
Avg Bars in Losers | 77 | 82 | 71 | 77 | 82 | 71 |
Bars Traded | 10865 | 4699 | 6166 | 10865 | 4699 | 6166 |
Profit Streak | 0 | 0 | 69.0289 | 0 | 0 | 69.0289 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161213 | 547082 | -262505 | -173157 | -583232 | 439635 |
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{ "first_band": { "type": "rma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "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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