Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428881.3488 | 433764.7444 | -4883.3956 | 39231.1745 | 519892.0464 | -480660.8719 |
Total P&L (%) | 428.8813 | 433.7647 | -4.8834 | 39.2312 | 519.892 | -480.6609 |
Avg Daily Profit (%) | 0.2302 | 0.2328 | -0.0026 | 0.0178 | 0.098 | 0 |
Buy And Hold Return (%) | 47.189 | 47.189 | 47.189 | 47.189 | 47.189 | 47.189 |
Max Trade Drawdown | -111383 | -117403 | -119054 | -616443 | -507088 | -536364 |
Profit Factor | 1.5273 | 1.9788 | 0.9868 | 1.0127 | 1.3289 | 0.6836 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 45.0704 | 43.662 | 46.4789 | 45.0704 | 43.662 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.8614 | 2.5533 | 1.1363 | 1.2342 | 1.7147 | 0.7871 |
Largest Winning Trade | 230826 | 230826 | 27727 | 306071 | 306071 | 112932 |
Largest Losing Trade | -49111 | -49111 | -43302 | -260212 | -260212 | -195175 |
Avg Bars in Trades | 37 | 45 | 30 | 37 | 45 | 30 |
Avg Bars in Winners | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Losers | 34 | 43 | 26 | 34 | 43 | 26 |
Bars Traded | 5395 | 3210 | 2185 | 5395 | 3210 | 2185 |
Profit Streak | 0 | 0 | 76.9291 | 0 | 0 | 76.9291 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321192 | -77762 | -666474 | -543044 | -149831 | -668141 |
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{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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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