Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476173.6639 | 1568815.5185 | -92641.8545 | 78420.5532 | 578409.4559 | -499988.9027 |
Total P&L (%) | 1476.1737 | 1568.8155 | -92.6419 | 78.4206 | 578.4095 | -499.9889 |
Avg Daily Profit (%) | 0.6517 | 0.6926 | -0.0409 | 0.0256 | 0.0846 | 0 |
Buy And Hold Return (%) | 194.6467 | 194.6467 | 194.6467 | 194.6467 | 194.6467 | 194.6467 |
Max Trade Drawdown | -165773 | -80931 | -143445 | -901991 | -535818 | -565640 |
Profit Factor | 3.0482 | 5.68 | 0.7597 | 1.0246 | 1.3907 | 0.7075 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 29.7297 | 26.7857 | 32.7273 | 29.7297 | 26.7857 | 32.7273 |
Ratio Avg Win / Avg Loss | 7.2048 | 15.5254 | 1.5616 | 2.4217 | 3.8012 | 1.4543 |
Largest Winning Trade | 1307604 | 1307604 | 55649 | 852344 | 852344 | 281769 |
Largest Losing Trade | -37645 | -22848 | -37645 | -227172 | -201013 | -227172 |
Avg Bars in Trades | 110 | 93 | 128 | 110 | 93 | 128 |
Avg Bars in Winners | 258 | 233 | 280 | 258 | 233 | 280 |
Avg Bars in Losers | 48 | 42 | 54 | 48 | 42 | 54 |
Bars Traded | 12296 | 5244 | 7052 | 12296 | 5244 | 7052 |
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 | 325719 | -181735 | -765050 | -525546 | -283301 | -766161 |
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{ "first_band": { "type": "rma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "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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