Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88975.0118 | 32264.6516 | 56710.3602 | 78784.0775 | 19348.1992 | 59435.8783 |
Total P&L (%) | 88.975 | 32.2647 | 56.7104 | 78.7841 | 19.3482 | 59.4359 |
Avg Daily Profit (%) | 0.3417 | 0.1239 | 0.2178 | 0.2234 | 0.0679 | 0.1793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43137 | -24287 | -55439 | -120046 | -52100 | -138970 |
Profit Factor | 1.4319 | 1.3156 | 1.5466 | 1.1755 | 1.0901 | 1.2538 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 72.8972 | 66.6667 | 79.2453 | 72.8972 | 66.6667 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.5324 | 0.6578 | 0.4051 | 0.437 | 0.5451 | 0.3284 |
Largest Winning Trade | 16230 | 13657 | 16230 | 29352 | 17431 | 29352 |
Largest Losing Trade | -38360 | -18073 | -38360 | -88174 | -36042 | -88174 |
Avg Bars in Trades | 229 | 248 | 209 | 229 | 248 | 209 |
Avg Bars in Winners | 136 | 120 | 150 | 136 | 120 | 150 |
Avg Bars in Losers | 478 | 504 | 435 | 478 | 504 | 435 |
Bars Traded | 24513 | 13427 | 11086 | 24513 | 13427 | 11086 |
Profit Streak | 0 | 0 | 16.7458 | 0 | 0 | 16.7458 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366849 | -211300 | -170276 | -19189 | -411905 | -172212 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 214, "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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