Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170853.4471 | 1229727.7624 | -58874.3154 | -91093.0491 | -28156.0304 | -62937.0187 |
Total P&L (%) | 1170.8534 | 1229.7278 | -58.8743 | -91.093 | -28.156 | -62.937 |
Avg Daily Profit (%) | 0.4954 | 0.5203 | -0.0249 | -0.1023 | -0.014 | -0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223096 | -205694 | -183242 | -139634 | -96766 | -112472 |
Profit Factor | 2.0833 | 3.1455 | 0.884 | 0.8068 | 0.8794 | 0.7356 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 42.4242 | 37.8049 | 46.988 | 42.4242 | 37.8049 | 46.988 |
Ratio Avg Win / Avg Loss | 2.8273 | 5.1749 | 0.9974 | 1.095 | 1.4468 | 0.8299 |
Largest Winning Trade | 1420926 | 1420926 | 49447 | 118628 | 118628 | 21588 |
Largest Losing Trade | -62466 | -37382 | -62466 | -49261 | -33857 | -49261 |
Avg Bars in Trades | 84 | 91 | 77 | 84 | 91 | 77 |
Avg Bars in Winners | 114 | 111 | 115 | 114 | 111 | 115 |
Avg Bars in Losers | 62 | 78 | 44 | 62 | 78 | 44 |
Bars Traded | 13957 | 7485 | 6472 | 13957 | 7485 | 6472 |
Profit Streak | 42.1499 | 42.3166 | 42.1499 | 42.1499 | 42.3166 | 42.1499 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483438 | 292920 | -581730 | -580205 | -587760 | -581730 |
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 172, "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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