Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271840.0483 | 66232.8697 | 205607.1786 | 263330.2014 | 162852.7824 | 100477.419 |
Total P&L (%) | 271.84 | 66.2329 | 205.6072 | 263.3302 | 162.8528 | 100.4774 |
Avg Daily Profit (%) | 0.209 | 0.0509 | 0.1581 | 0.0993 | 0.0743 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92383 | -58129 | -55360 | -347179 | -101478 | -307798 |
Profit Factor | 1.5066 | 1.213 | 1.9111 | 1.271 | 1.3803 | 1.1849 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 57.0248 | 59.0164 | 55 | 57.0248 | 59.0164 | 55 |
Ratio Avg Win / Avg Loss | 1.1354 | 0.8424 | 1.5636 | 0.9579 | 0.9585 | 0.9694 |
Largest Winning Trade | 60902 | 60902 | 40073 | 116027 | 91454 | 116027 |
Largest Losing Trade | -42746 | -42746 | -40646 | -246548 | -71910 | -246548 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 23 | 17 | 29 | 23 | 17 | 29 |
Avg Bars in Losers | 18 | 25 | 11 | 18 | 25 | 11 |
Bars Traded | 2552 | 1271 | 1281 | 2552 | 1271 | 1281 |
Profit Streak | 54.4305 | 54.4305 | 78.9305 | 54.4305 | 54.4305 | 78.9305 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432797 | -286516 | -156399 | -59251 | -254029 | -307595 |
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{ "first_band": { "type": "rma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 45, "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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