Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619186.3457 | 447582.3667 | 171603.9791 | 4402305.5697 | 4221637.5296 | 180668.0401 |
Total P&L (%) | 619.1863 | 447.5824 | 171.604 | 4402.3056 | 4221.6375 | 180.668 |
Avg Daily Profit (%) | 0.3305 | 0.2389 | 0.0916 | 0.2034 | 0.2013 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83557 | -49418 | -54402 | -5966173 | -2525549 | -4011097 |
Profit Factor | 2.5235 | 2.9975 | 1.941 | 1.2866 | 1.5369 | 1.0241 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 64.9351 | 58.9744 | 71.0526 | 64.9351 | 58.9744 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.3627 | 2.0852 | 0.7908 | 0.6948 | 1.0692 | 0.4172 |
Largest Winning Trade | 84414 | 84414 | 44616 | 3483839 | 3483839 | 1218761 |
Largest Losing Trade | -43512 | -43512 | -42645 | -3171425 | -2460348 | -3171425 |
Avg Bars in Trades | 93 | 86 | 101 | 93 | 86 | 101 |
Avg Bars in Winners | 82 | 73 | 90 | 82 | 73 | 90 |
Avg Bars in Losers | 114 | 105 | 127 | 114 | 105 | 127 |
Bars Traded | 7223 | 3378 | 3845 | 7223 | 3378 | 3845 |
Profit Streak | 42.2159 | 42.2159 | 48.4659 | 42.2159 | 42.2159 | 48.4659 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30223 | 554901 | -66449 | -36674 | 407341 | -311713 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 134, "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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