Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628885.0402 | 468618.9195 | 160266.1207 | 716468.9109 | 270602.041 | 445866.8699 |
Total P&L (%) | 628.885 | 468.6189 | 160.2661 | 716.4689 | 270.602 | 445.8669 |
Avg Daily Profit (%) | 0.361 | 0.269 | 0.092 | 0.1206 | 0.0752 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88389 | -134472 | -45935 | -290799 | -439754 | -214596 |
Profit Factor | 1.8076 | 2.0562 | 1.4783 | 1.2327 | 1.1524 | 1.3421 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 38.587 | 31.5217 | 45.6522 | 38.587 | 31.5217 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.8769 | 4.467 | 1.7599 | 1.9619 | 2.5036 | 1.5977 |
Largest Winning Trade | 352352 | 352352 | 49182 | 285431 | 285431 | 208375 |
Largest Losing Trade | -18180 | -18102 | -18180 | -101734 | -101734 | -75250 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 68 | 61 | 73 | 68 | 61 | 73 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 6925 | 2840 | 4085 | 6925 | 2840 | 4085 |
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 | 337247 | 166507 | -69852 | -34263 | -151724 | -63385 |
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{ "first_band": { "type": "rma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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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