Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434480.0977 | 344997.7237 | 89482.374 | 108536.9552 | -1189619.7129 | 1298156.6681 |
Total P&L (%) | 434.4801 | 344.9977 | 89.4824 | 108.537 | -1189.6197 | 1298.1567 |
Avg Daily Profit (%) | 0.2353 | 0.1869 | 0.0485 | 0.0398 | 0 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146948 | -139177 | -95792 | -2742555 | -3315987 | -1120928 |
Profit Factor | 1.3781 | 1.537 | 1.1766 | 1.0077 | 0.8584 | 1.2305 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 131 | 55 | 76 | 131 | 55 | 76 |
Losing Trades | 156 | 88 | 68 | 156 | 88 | 68 |
Profitability (%) | 45.6446 | 38.4615 | 52.7778 | 45.6446 | 38.4615 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6411 | 2.4593 | 1.0528 | 1.2001 | 1.3734 | 1.101 |
Largest Winning Trade | 134911 | 134911 | 39687 | 867975 | 867975 | 642816 |
Largest Losing Trade | -52250 | -52250 | -34234 | -1524227 | -1524227 | -428391 |
Avg Bars in Trades | 38 | 40 | 35 | 38 | 40 | 35 |
Avg Bars in Winners | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 10977 | 5854 | 5123 | 10977 | 5854 | 5123 |
Profit Streak | 4.6378 | 0 | 72.6378 | 4.6378 | 0 | 72.6378 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352046 | 197631 | -152858 | -351557 | -583773 | -546 |
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{ "first_band": { "type": "rma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 88, "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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