Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635323.2142 | 504686.3288 | 130636.8854 | 732238.9236 | 631486.3462 | 100752.5773 |
Total P&L (%) | 635.3232 | 504.6863 | 130.6369 | 732.2389 | 631.4863 | 100.7526 |
Avg Daily Profit (%) | 0.3986 | 0.3166 | 0.082 | 0.133 | 0.1249 | 0.0437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79894 | -73273 | -60765 | -1061093 | -1020788 | -614513 |
Profit Factor | 2.1287 | 2.7203 | 1.4847 | 1.1874 | 1.3057 | 1.0547 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 37.8151 | 33.3333 | 42.3729 | 37.8151 | 33.3333 | 42.3729 |
Ratio Avg Win / Avg Loss | 3.5005 | 5.4406 | 2.0192 | 1.9527 | 2.6114 | 1.4344 |
Largest Winning Trade | 280472 | 280472 | 65453 | 1326253 | 1326253 | 520548 |
Largest Losing Trade | -35729 | -17435 | -35729 | -571186 | -294703 | -571186 |
Avg Bars in Trades | 158 | 124 | 193 | 158 | 124 | 193 |
Avg Bars in Winners | 318 | 241 | 379 | 318 | 241 | 379 |
Avg Bars in Losers | 61 | 65 | 56 | 61 | 65 | 56 |
Bars Traded | 18839 | 7444 | 11395 | 18839 | 7444 | 11395 |
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 | 336990 | -161714 | -260855 | -32683 | -200546 | -474465 |
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{ "first_band": { "type": "rma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "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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