Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492826.0336 | 397646.5479 | 95179.4857 | 194351.6489 | -207537.4281 | 401889.077 |
Total P&L (%) | 492.826 | 397.6465 | 95.1795 | 194.3516 | -207.5374 | 401.8891 |
Avg Daily Profit (%) | 0.2654 | 0.2141 | 0.0512 | 0.0581 | 0 | 0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157396 | -115191 | -93370 | -1133567 | -992716 | -614842 |
Profit Factor | 1.4393 | 1.7289 | 1.1652 | 1.0352 | 0.9254 | 1.1469 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 42.3611 | 38.8889 | 45.8333 | 42.3611 | 38.8889 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.9584 | 2.7168 | 1.377 | 1.4086 | 1.4542 | 1.3555 |
Largest Winning Trade | 249361 | 249361 | 53330 | 389621 | 310708 | 389621 |
Largest Losing Trade | -48079 | -27763 | -48079 | -384027 | -310166 | -384027 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 7327 | 3460 | 3867 | 7327 | 3460 | 3867 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325422 | 244895 | -164816 | -298248 | -583327 | -137345 |
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "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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