Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478690.5266 | 715747.6788 | -237057.1522 | -98935.6313 | 355855.4989 | -454791.1301 |
Total P&L (%) | 478.6905 | 715.7477 | -237.0572 | -98.9356 | 355.8555 | -454.7911 |
Avg Daily Profit (%) | 0.2662 | 0.398 | -0.1318 | -0.2523 | 0.0844 | 0 |
Buy And Hold Return (%) | 400.696 | 400.696 | 400.696 | 400.696 | 400.696 | 400.696 |
Max Trade Drawdown | -266257 | -176915 | -262533 | -287626 | -40967 | -423538 |
Profit Factor | 1.5666 | 3.1198 | 0.5326 | 0.817 | 7.5191 | 0.0643 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 50 | 57.5758 | 42.4242 | 50 | 57.5758 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.5666 | 2.2988 | 0.7228 | 0.817 | 5.5404 | 0.0873 |
Largest Winning Trade | 729344 | 729344 | 61738 | 253713 | 253713 | 13278 |
Largest Losing Trade | -78813 | -63803 | -78813 | -191281 | -15713 | -191281 |
Avg Bars in Trades | 76 | 112 | 40 | 76 | 112 | 40 |
Avg Bars in Winners | 51 | 45 | 58 | 51 | 45 | 58 |
Avg Bars in Losers | 101 | 202 | 26 | 101 | 202 | 26 |
Bars Traded | 5021 | 3699 | 1322 | 5021 | 3699 | 1322 |
Profit Streak | 69.1896 | 69.1896 | 307.1896 | 69.1896 | 69.1896 | 307.1896 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221330 | 320153 | -582402 | -707898 | -236017 | -582402 |
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{ "first_band": { "type": "rma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "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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