Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181715.8404 | 73529.5478 | 108186.2926 | 329590.2509 | 95925.9166 | 233664.3343 |
Total P&L (%) | 181.7158 | 73.5295 | 108.1863 | 329.5903 | 95.9259 | 233.6643 |
Avg Daily Profit (%) | 0.3489 | 0.1412 | 0.2077 | 0.2803 | 0.1292 | 0.2316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30681 | -19995 | -38384 | -63563 | -35174 | -42630 |
Profit Factor | 1.8377 | 1.6153 | 2.1107 | 2.0178 | 1.5154 | 2.697 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 56.3218 | 51.1628 | 61.3636 | 56.3218 | 51.1628 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.4252 | 1.5418 | 1.329 | 1.5648 | 1.4465 | 1.6981 |
Largest Winning Trade | 25048 | 25048 | 21836 | 50070 | 33532 | 50070 |
Largest Losing Trade | -22850 | -17825 | -22850 | -28643 | -21620 | -28643 |
Avg Bars in Trades | 281 | 305 | 257 | 281 | 305 | 257 |
Avg Bars in Winners | 256 | 264 | 250 | 256 | 264 | 250 |
Avg Bars in Losers | 312 | 348 | 268 | 312 | 348 | 268 |
Bars Traded | 24457 | 13137 | 11320 | 24457 | 13137 | 11320 |
Profit Streak | 23.7709 | 34.6667 | 23.7709 | 23.7709 | 34.6667 | 23.7709 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477319 | -435 | 453056 | 508711 | -18041 | 541143 |
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{ "first_band": { "type": "rma", "factors": { "length": 167, "offset": 64 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "offset": 247 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 167, "offset": 64 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "offset": 247 } } }
# | 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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