Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496914.9712 | 427326.4288 | 69588.5425 | 556670.448 | -165491.8809 | 722162.3289 |
Total P&L (%) | 496.915 | 427.3264 | 69.5885 | 556.6704 | -165.4919 | 722.1623 |
Avg Daily Profit (%) | 0.2596 | 0.2232 | 0.0364 | 0.0984 | 0 | 0.1101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144286 | -101194 | -66237 | -1784625 | -1337241 | -584732 |
Profit Factor | 2.0749 | 2.8292 | 1.3043 | 1.1247 | 0.9383 | 1.4058 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 44.1558 | 39.4737 | 48.7179 | 44.1558 | 39.4737 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.6241 | 4.3381 | 1.373 | 1.4224 | 1.4388 | 1.4798 |
Largest Winning Trade | 257196 | 257196 | 60760 | 630962 | 491142 | 630962 |
Largest Losing Trade | -37090 | -24217 | -37090 | -481113 | -481113 | -330208 |
Avg Bars in Trades | 288 | 265 | 311 | 288 | 265 | 311 |
Avg Bars in Winners | 412 | 348 | 463 | 412 | 348 | 463 |
Avg Bars in Losers | 190 | 211 | 166 | 190 | 211 | 166 |
Bars Traded | 22238 | 10100 | 12138 | 22238 | 10100 | 12138 |
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 | -36475 | 329017 | -144734 | -193137 | -583191 | -45326 |
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{ "first_band": { "type": "rma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } } }
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# | 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) |
---|