Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154092.1798 | 86233.3142 | 67858.8655 | 269024.0298 | 161831.6368 | 107192.393 |
Total P&L (%) | 154.0922 | 86.2333 | 67.8589 | 269.024 | 161.8316 | 107.1924 |
Avg Daily Profit (%) | 0.5917 | 0.3311 | 0.2606 | 0.5026 | 0.3703 | 0.2801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36065 | -22771 | -28661 | -95535 | -62114 | -80307 |
Profit Factor | 1.8505 | 1.9832 | 1.7261 | 1.5391 | 1.686 | 1.4073 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 67.6471 | 60.7843 | 74.5098 | 67.6471 | 60.7843 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.885 | 1.2795 | 0.5905 | 0.7361 | 1.0878 | 0.4815 |
Largest Winning Trade | 23776 | 23776 | 19661 | 49415 | 49415 | 34149 |
Largest Losing Trade | -18384 | -12178 | -18384 | -47344 | -35840 | -47344 |
Avg Bars in Trades | 239 | 235 | 243 | 239 | 235 | 243 |
Avg Bars in Winners | 157 | 141 | 170 | 157 | 141 | 170 |
Avg Bars in Losers | 412 | 381 | 460 | 412 | 381 | 460 |
Bars Traded | 24453 | 12010 | 12443 | 24453 | 12010 | 12443 |
Profit Streak | 0 | 0 | 11.4509 | 0 | 0 | 11.4509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473197 | -168654 | -169150 | 414984 | -168893 | -170261 |
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{ "first_band": { "type": "rma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 193, "offset": 166 } } }
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# | 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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