Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482813.8529 | 498819.3705 | -16005.5176 | -8418.8477 | 313240.6142 | -321659.4619 |
Total P&L (%) | 482.8139 | 498.8194 | -16.0055 | -8.4188 | 313.2406 | -321.6595 |
Avg Daily Profit (%) | 0.2318 | 0.2395 | -0.0077 | -0.0042 | 0.0681 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261431 | -202511 | -231545 | -406303 | -253939 | -496602 |
Profit Factor | 1.3763 | 1.7387 | 0.9737 | 0.9952 | 1.3476 | 0.6283 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Profitability (%) | 43.4457 | 44.7761 | 42.1053 | 43.4457 | 44.7761 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.7916 | 2.1444 | 1.3388 | 1.2955 | 1.662 | 0.864 |
Largest Winning Trade | 296129 | 296129 | 67171 | 299110 | 299110 | 104649 |
Largest Losing Trade | -47462 | -47462 | -28115 | -182911 | -182911 | -77672 |
Avg Bars in Trades | 92 | 79 | 105 | 92 | 79 | 105 |
Avg Bars in Winners | 117 | 90 | 145 | 117 | 90 | 145 |
Avg Bars in Losers | 73 | 70 | 75 | 73 | 70 | 75 |
Bars Traded | 24687 | 10699 | 13988 | 24687 | 10699 | 13988 |
Profit Streak | 9.5817 | 9.5817 | 10.2484 | 9.5817 | 9.5817 | 10.2484 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342374 | 348824 | -581725 | -579155 | -102025 | -583392 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 36, "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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