Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115679.7493 | 906836.556 | 208843.1932 | 74376273.4054 | 73866786.2409 | 509487.1645 |
Total P&L (%) | 1115.6797 | 906.8366 | 208.8432 | 74376.2734 | 73866.7862 | 509.4872 |
Avg Daily Profit (%) | 0.6125 | 0.4979 | 0.1147 | 0.3637 | 0.3634 | 0.0993 |
Buy And Hold Return (%) | 729.4285 | 729.4285 | 729.4285 | 729.4285 | 729.4285 | 729.4285 |
Max Trade Drawdown | -87682 | -50678 | -68790 | -67285363 | -45418099 | -49309164 |
Profit Factor | 2.0861 | 2.8703 | 1.3851 | 1.207 | 1.3911 | 1.003 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Losing Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Profitability (%) | 52.649 | 54.3046 | 50.9934 | 52.649 | 54.3046 | 50.9934 |
Ratio Avg Win / Avg Loss | 1.8762 | 2.4153 | 1.3311 | 1.0855 | 1.1705 | 0.9639 |
Largest Winning Trade | 211128 | 211128 | 77811 | 40224663 | 40224663 | 20240707 |
Largest Losing Trade | -31927 | -29010 | -31927 | -21642574 | -21642574 | -19692600 |
Avg Bars in Trades | 71 | 65 | 77 | 71 | 65 | 77 |
Avg Bars in Winners | 88 | 77 | 99 | 88 | 77 | 99 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 21474 | 9818 | 11656 | 21474 | 9818 | 11656 |
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 | 267390 | -73253 | -204735 | 391519 | 391247 | -444331 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 22, "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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