Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366551.1578 | 1493303.7928 | -126752.635 | -56777.2969 | -104451.1848 | 47673.8878 |
Total P&L (%) | 1366.5512 | 1493.3038 | -126.7526 | -56.7773 | -104.4512 | 47.6739 |
Avg Daily Profit (%) | 0.6059 | 0.6621 | -0.0562 | -0.0372 | 0 | 0.0173 |
Buy And Hold Return (%) | 485.7023 | 485.7023 | 485.7023 | 485.7023 | 485.7023 | 485.7023 |
Max Trade Drawdown | -304797 | -165633 | -178465 | -3058118 | -2366050 | -984619 |
Profit Factor | 3.1246 | 5.322 | 0.5742 | 0.9871 | 0.9633 | 1.0305 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 44.4444 | 45.1613 | 43.75 | 44.4444 | 45.1613 | 43.75 |
Ratio Avg Win / Avg Loss | 3.9057 | 6.4624 | 0.7383 | 1.2339 | 1.1698 | 1.3249 |
Largest Winning Trade | 1418362 | 1418362 | 31367 | 1913387 | 1913387 | 652632 |
Largest Losing Trade | -70771 | -62397 | -70771 | -1050669 | -1050669 | -880294 |
Avg Bars in Trades | 66 | 100 | 33 | 66 | 100 | 33 |
Avg Bars in Winners | 79 | 104 | 53 | 79 | 104 | 53 |
Avg Bars in Losers | 56 | 96 | 18 | 56 | 96 | 18 |
Bars Traded | 4186 | 3106 | 1080 | 4186 | 3106 | 1080 |
Profit Streak | 92.1156 | 96.1156 | 92.1156 | 92.1156 | 96.1156 | 92.1156 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138278 | 562001 | -582682 | -731589 | -580473 | -524456 |
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{ "first_band": { "type": "rma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "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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