Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4987367.5473 | 4992099.8102 | -4732.263 | 1854331.5981 | 1044496.6509 | 809834.9472 |
Total P&L (%) | 4987.3675 | 4992.0998 | -4.7323 | 1854.3316 | 1044.4967 | 809.8349 |
Avg Daily Profit (%) | 2.9286 | 2.9314 | -0.0028 | 0.1747 | 0.1432 | 0.1297 |
Buy And Hold Return (%) | 1986.9087 | 1986.9087 | 1986.9087 | 1986.9087 | 1986.9087 | 1986.9087 |
Max Trade Drawdown | -99331 | -49394 | -87681 | -2621395 | -1419427 | -1642399 |
Profit Factor | 12.4083 | 25.8561 | 0.98 | 1.2931 | 1.3111 | 1.2728 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 37.931 | 41.3793 | 34.4828 | 37.931 | 41.3793 | 34.4828 |
Ratio Avg Win / Avg Loss | 20.3046 | 36.6295 | 1.862 | 2.116 | 1.8575 | 2.4182 |
Largest Winning Trade | 4961552 | 4961552 | 48767 | 1281788 | 1281788 | 1121160 |
Largest Losing Trade | -49248 | -49248 | -34994 | -1028728 | -1028728 | -530383 |
Avg Bars in Trades | 341 | 331 | 352 | 341 | 331 | 352 |
Avg Bars in Winners | 655 | 613 | 706 | 655 | 613 | 706 |
Avg Bars in Losers | 150 | 131 | 166 | 150 | 131 | 166 |
Bars Traded | 19822 | 9602 | 10220 | 19822 | 9602 | 10220 |
Profit Streak | 0 | 0 | 591.6436 | 0 | 0 | 591.6436 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164475 | 597324 | -583506 | -341274 | -169331 | -189654 |
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{ "first_band": { "type": "rma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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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