Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137275.7926 | 910350.7623 | 226925.0303 | 93224094.9932 | 68625193.2863 | 24598901.7069 |
Total P&L (%) | 1137.2758 | 910.3508 | 226.925 | 93224.095 | 68625.1933 | 24598.9017 |
Avg Daily Profit (%) | 0.4546 | 0.3639 | 0.0907 | 0.2737 | 0.2615 | 0.2205 |
Buy And Hold Return (%) | 444.6941 | 444.6941 | 444.6941 | 444.6941 | 444.6941 | 444.6941 |
Max Trade Drawdown | -104808 | -76362 | -75892 | -140824791 | -136123761 | -121239378 |
Profit Factor | 3.4402 | 4.9406 | 1.9655 | 1.2035 | 1.2692 | 1.1211 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 52.2727 | 51.1628 | 51.7241 | 52.2727 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.2108 | 4.5109 | 1.8761 | 1.1233 | 1.1589 | 1.0701 |
Largest Winning Trade | 210224 | 210224 | 59240 | 93878146 | 93878146 | 52935081 |
Largest Losing Trade | -35895 | -35895 | -35723 | -79464344 | -79464344 | -44038035 |
Avg Bars in Trades | 110 | 93 | 127 | 110 | 93 | 127 |
Avg Bars in Winners | 150 | 117 | 184 | 150 | 117 | 184 |
Avg Bars in Losers | 68 | 67 | 68 | 68 | 67 | 68 |
Bars Traded | 9622 | 4122 | 5500 | 9622 | 4122 | 5500 |
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 | 494805 | 394857 | -233706 | 310247 | 317228 | -78928 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "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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