Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841743.716 | 1676603.3722 | 165140.3438 | 23899137.857 | 17395241.0449 | 6503896.8121 |
Total P&L (%) | 1841.7437 | 1676.6034 | 165.1403 | 23899.1379 | 17395.241 | 6503.8968 |
Avg Daily Profit (%) | 0.736 | 0.67 | 0.066 | 0.2193 | 0.2066 | 0.1676 |
Buy And Hold Return (%) | 458.7198 | 458.7198 | 458.7198 | 458.7198 | 458.7198 | 458.7198 |
Max Trade Drawdown | -87048 | -57823 | -70531 | -35046888 | -20398747 | -30424921 |
Profit Factor | 5.1889 | 8.8457 | 1.7308 | 1.2481 | 1.347 | 1.1408 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 37.037 | 36.5854 | 37.5 | 37.037 | 36.5854 | 37.5 |
Ratio Avg Win / Avg Loss | 8.8211 | 15.3326 | 2.8846 | 2.1218 | 2.3349 | 1.9013 |
Largest Winning Trade | 1248884 | 1248884 | 58605 | 22948803 | 22948803 | 11007242 |
Largest Losing Trade | -23365 | -18435 | -23365 | -11723800 | -7048560 | -11723800 |
Avg Bars in Trades | 90 | 77 | 103 | 90 | 77 | 103 |
Avg Bars in Winners | 186 | 156 | 216 | 186 | 156 | 216 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 7303 | 3178 | 4125 | 7303 | 3178 | 4125 |
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 | -2975 | 463438 | -272143 | -12238 | 158237 | -61610 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 6, "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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