Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629992.9333 | 469498.1734 | 160494.7599 | 307912.8963 | -144362.9068 | 452275.8031 |
Total P&L (%) | 629.9929 | 469.4982 | 160.4948 | 307.9129 | -144.3629 | 452.2758 |
Avg Daily Profit (%) | 0.3482 | 0.2595 | 0.0887 | 0.0777 | 0 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94110 | -86771 | -54483 | -829683 | -843430 | -563320 |
Profit Factor | 2.0812 | 2.4242 | 1.6343 | 1.0776 | 0.9362 | 1.2654 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 39.6694 | 32.7869 | 46.6667 | 39.6694 | 32.7869 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1651 | 4.9695 | 1.8678 | 1.6388 | 1.9193 | 1.4461 |
Largest Winning Trade | 504663 | 504663 | 72289 | 435954 | 383098 | 435954 |
Largest Losing Trade | -50982 | -21545 | -50982 | -517121 | -233133 | -517121 |
Avg Bars in Trades | 177 | 132 | 222 | 177 | 132 | 222 |
Avg Bars in Winners | 296 | 231 | 343 | 296 | 231 | 343 |
Avg Bars in Losers | 98 | 84 | 116 | 98 | 84 | 116 |
Bars Traded | 21441 | 8074 | 13367 | 21441 | 8074 | 13367 |
Profit Streak | 0 | 0 | 16.1635 | 0 | 0 | 16.1635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344334 | -155903 | -241339 | -226917 | -746652 | -236843 |
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{ "first_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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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