Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992045.558 | 1007118.8723 | -15073.3144 | 232245.2251 | 510435.6426 | -278190.4175 |
Total P&L (%) | 992.0456 | 1007.1189 | -15.0733 | 232.2452 | 510.4356 | -278.1904 |
Avg Daily Profit (%) | 0.5267 | 0.5347 | -0.008 | 0.0638 | 0.0961 | 0 |
Buy And Hold Return (%) | 279.872 | 279.872 | 279.872 | 279.872 | 279.872 | 279.872 |
Max Trade Drawdown | -107399 | -132760 | -92081 | -1253966 | -1113206 | -564854 |
Profit Factor | 2.4194 | 3.7936 | 0.9555 | 1.0597 | 1.245 | 0.846 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 36.5385 | 34.6154 | 38.4615 | 36.5385 | 34.6154 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.2021 | 7.1657 | 1.5287 | 1.8405 | 2.3517 | 1.3536 |
Largest Winning Trade | 840151 | 840151 | 57758 | 1145000 | 1145000 | 307588 |
Largest Losing Trade | -26467 | -22664 | -26467 | -213486 | -213486 | -204575 |
Avg Bars in Trades | 142 | 132 | 151 | 142 | 132 | 151 |
Avg Bars in Winners | 228 | 204 | 249 | 228 | 204 | 249 |
Avg Bars in Losers | 92 | 94 | 90 | 92 | 94 | 90 |
Bars Traded | 22173 | 10346 | 11827 | 22173 | 10346 | 11827 |
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 | 302230 | -25211 | -616945 | -431713 | -111908 | -618056 |
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{ "first_band": { "type": "rma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "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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