Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806005.1061 | 586520.1153 | 219484.9908 | 584796.259 | -672827.9867 | 1257624.2458 |
Total P&L (%) | 806.0051 | 586.5201 | 219.485 | 584.7963 | -672.828 | 1257.6242 |
Avg Daily Profit (%) | 0.4465 | 0.3249 | 0.1216 | 0.1066 | 0 | 0.1446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116861 | -118993 | -72735 | -1610067 | -1516778 | -966139 |
Profit Factor | 2.0484 | 2.3254 | 1.6727 | 1.0739 | 0.847 | 1.3572 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 52.6012 | 45.3488 | 59.7701 | 52.6012 | 45.3488 | 59.7701 |
Ratio Avg Win / Avg Loss | 1.8459 | 2.8025 | 1.1259 | 0.9676 | 1.0207 | 0.9135 |
Largest Winning Trade | 655680 | 655680 | 37886 | 676391 | 676391 | 330779 |
Largest Losing Trade | -38066 | -36460 | -38066 | -784242 | -421667 | -784242 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 45 | 54 | 38 | 45 | 54 | 38 |
Avg Bars in Losers | 36 | 46 | 23 | 36 | 46 | 23 |
Bars Traded | 7102 | 4303 | 2798 | 7102 | 4303 | 2798 |
Profit Streak | 28.2122 | 30.7122 | 28.2122 | 28.2122 | 30.7122 | 28.2122 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586467 | 429868 | -27155 | -188915 | -580704 | 23375 |
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{ "first_band": { "type": "rma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 104, "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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