Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164145.0297 | 1068593.9413 | 95551.0884 | 4284757.6356 | 5742510.3796 | -1457752.744 |
Total P&L (%) | 1164.145 | 1068.5939 | 95.5511 | 4284.7576 | 5742.5104 | -1457.7527 |
Avg Daily Profit (%) | 0.559 | 0.5131 | 0.0459 | 0.1817 | 0.1955 | 0 |
Buy And Hold Return (%) | 79.1339 | 79.1339 | 79.1339 | 79.1339 | 79.1339 | 79.1339 |
Max Trade Drawdown | -143892 | -95189 | -154857 | -14155988 | -9411729 | -5334998 |
Profit Factor | 2.233 | 3.3091 | 1.1985 | 1.0972 | 1.2659 | 0.9352 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 30 | 27.3684 | 32.6316 | 30 | 27.3684 | 32.6316 |
Ratio Avg Win / Avg Loss | 5.2102 | 8.782 | 2.4743 | 2.5601 | 3.3596 | 1.9308 |
Largest Winning Trade | 397824 | 397824 | 84065 | 9891132 | 9891132 | 4356652 |
Largest Losing Trade | -33533 | -26939 | -33533 | -3794022 | -1752376 | -3794022 |
Avg Bars in Trades | 130 | 114 | 145 | 130 | 114 | 145 |
Avg Bars in Winners | 325 | 284 | 361 | 325 | 284 | 361 |
Avg Bars in Losers | 46 | 50 | 41 | 46 | 50 | 41 |
Bars Traded | 24720 | 10852 | 13868 | 24720 | 10852 | 13868 |
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 | 308618 | -2636 | -241013 | -111430 | -10690 | -585055 |
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{ "first_band": { "type": "rma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "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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