Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071921.6845 | 929661.8421 | 142259.8424 | 1152548.2986 | 266923.1498 | 885625.1488 |
Total P&L (%) | 1071.9217 | 929.6618 | 142.2598 | 1152.5483 | 266.9232 | 885.6251 |
Avg Daily Profit (%) | 0.4549 | 0.3945 | 0.0604 | 0.1073 | 0.0552 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68650 | -83961 | -107135 | -627316 | -761836 | -487944 |
Profit Factor | 3.7827 | 6.1997 | 1.6892 | 1.4321 | 1.194 | 1.6856 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.3231 | 9.2996 | 1.478 | 1.6367 | 1.7911 | 1.4749 |
Largest Winning Trade | 898967 | 898967 | 63360 | 666584 | 630540 | 666584 |
Largest Losing Trade | -51617 | -27792 | -51617 | -423704 | -297814 | -423704 |
Avg Bars in Trades | 224 | 165 | 282 | 224 | 165 | 282 |
Avg Bars in Winners | 381 | 314 | 431 | 381 | 314 | 431 |
Avg Bars in Losers | 87 | 66 | 112 | 87 | 66 | 112 |
Bars Traded | 13454 | 4976 | 8478 | 13454 | 4976 | 8478 |
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 | -157677 | 514524 | -109835 | -222072 | -129127 | -60386 |
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{ "first_band": { "type": "rma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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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