Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071032.5547 | 1113604.9438 | -42572.3891 | 45478.9098 | 649594.6067 | -604115.6969 |
Total P&L (%) | 1071.0326 | 1113.6049 | -42.5724 | 45.4789 | 649.5946 | -604.1157 |
Avg Daily Profit (%) | 0.5711 | 0.5938 | -0.0227 | 0.02 | 0.1075 | 0 |
Buy And Hold Return (%) | 274.7002 | 274.7002 | 274.7002 | 274.7002 | 274.7002 | 274.7002 |
Max Trade Drawdown | -155221 | -70928 | -111410 | -1338518 | -743846 | -739331 |
Profit Factor | 3.2839 | 6.6257 | 0.8429 | 1.0176 | 1.5613 | 0.5759 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 38.3333 | 40 | 36.6667 | 38.3333 | 40 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.2828 | 9.9386 | 1.4559 | 1.637 | 2.342 | 0.9947 |
Largest Winning Trade | 1033619 | 1033619 | 67071 | 1335137 | 1335137 | 304416 |
Largest Losing Trade | -80558 | -33038 | -80558 | -539274 | -349544 | -539274 |
Avg Bars in Trades | 118 | 133 | 103 | 118 | 133 | 103 |
Avg Bars in Winners | 199 | 185 | 215 | 199 | 185 | 215 |
Avg Bars in Losers | 67 | 98 | 38 | 67 | 98 | 38 |
Bars Traded | 7096 | 3994 | 3102 | 7096 | 3994 | 3102 |
Profit Streak | 0 | 64.3096 | 0 | 0 | 64.3096 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163139 | 532565 | -584344 | -710285 | -53735 | -586010 |
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{ "first_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "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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