Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364168.2295 | 557707.8625 | -193539.633 | -102383.5443 | 10491.7525 | -112875.2967 |
Total P&L (%) | 364.1682 | 557.7079 | -193.5396 | -102.3835 | 10.4918 | -112.8753 |
Avg Daily Profit (%) | 0.1505 | 0.2304 | -0.08 | 0 | 0.0041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238955 | -162909 | -237690 | -75184 | -24392 | -84079 |
Profit Factor | 1.4182 | 2.4843 | 0.6091 | 0.5849 | 1.1358 | 0.3335 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 13 | 14 | 32 | 17 | 15 |
Losing Trades | 41 | 21 | 20 | 36 | 17 | 19 |
Profitability (%) | 39.7059 | 38.2353 | 41.1765 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.1536 | 4.0131 | 0.8701 | 0.658 | 1.1358 | 0.4225 |
Largest Winning Trade | 620561 | 620561 | 65875 | 42497 | 42497 | 22595 |
Largest Losing Trade | -126780 | -51416 | -126780 | -53369 | -12408 | -53369 |
Avg Bars in Trades | 137 | 121 | 152 | 137 | 121 | 152 |
Avg Bars in Winners | 216 | 186 | 244 | 132 | 121 | 145 |
Avg Bars in Losers | 85 | 81 | 88 | 141 | 121 | 158 |
Bars Traded | 9329 | 4135 | 5194 | 9329 | 4135 | 5194 |
Profit Streak | 0 | 0 | 0 | 161.8214 | 267.8214 | 161.8214 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108665 | 303845 | -584226 | -694229 | -407569 | -581729 |
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{ "first_band": { "type": "midprice", "factors": { "length": 27, "offset": 188 } }, "second_band": { "type": "rma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 27, "offset": 188 } }, "second_band": { "type": "rma", "factors": { "length": 76, "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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