Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115925.1815 | 85589.37 | 30335.8115 | 131341.8731 | 160706.2073 | -29364.3342 |
Total P&L (%) | 115.9252 | 85.5894 | 30.3358 | 131.3419 | 160.7062 | -29.3643 |
Avg Daily Profit (%) | 0.4451 | 0.3287 | 0.1165 | 0.3226 | 0.3686 | -0.1334 |
Buy And Hold Return (%) | 33.3617 | 33.3617 | 33.3617 | 33.3617 | 33.3617 | 33.3617 |
Max Trade Drawdown | -42068 | -28408 | -46335 | -170999 | -51139 | -184213 |
Profit Factor | 1.552 | 2.1358 | 1.2253 | 1.2459 | 1.9966 | 0.9212 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 70.0787 | 68.254 | 71.875 | 70.0787 | 68.254 | 71.875 |
Ratio Avg Win / Avg Loss | 0.6626 | 0.9934 | 0.4795 | 0.532 | 0.9286 | 0.3605 |
Largest Winning Trade | 15047 | 15047 | 13168 | 25925 | 24168 | 25925 |
Largest Losing Trade | -35734 | -18965 | -35734 | -127110 | -34361 | -127110 |
Avg Bars in Trades | 188 | 186 | 190 | 188 | 186 | 190 |
Avg Bars in Winners | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Losers | 354 | 334 | 377 | 354 | 334 | 377 |
Bars Traded | 23982 | 11759 | 12223 | 23982 | 11759 | 12223 |
Profit Streak | 9.037 | 11.4745 | 9.037 | 9.037 | 11.4745 | 9.037 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347168 | -138569 | -342378 | 256915 | -136494 | -717850 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 228, "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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