Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361030.856 | 1265671.2589 | 95359.5971 | 6352080.1526 | 4996898.8567 | 1355181.2959 |
Total P&L (%) | 1361.0309 | 1265.6713 | 95.3596 | 6352.0802 | 4996.8989 | 1355.1813 |
Avg Daily Profit (%) | 0.7508 | 0.6982 | 0.0526 | 0.2301 | 0.2171 | 0.1478 |
Buy And Hold Return (%) | 486.6213 | 486.6213 | 486.6213 | 486.6213 | 486.6213 | 486.6213 |
Max Trade Drawdown | -95260 | -53135 | -86271 | -4590804 | -4169690 | -3841501 |
Profit Factor | 3.2336 | 6.0069 | 1.2674 | 1.2872 | 1.5416 | 1.1051 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 38.7387 | 29.0909 | 48.2143 | 38.7387 | 29.0909 | 48.2143 |
Ratio Avg Win / Avg Loss | 5.1136 | 14.6419 | 1.3613 | 2.0356 | 3.7576 | 1.187 |
Largest Winning Trade | 745197 | 745197 | 76269 | 4277625 | 4277625 | 2643235 |
Largest Losing Trade | -56732 | -20927 | -56732 | -1989258 | -1989258 | -1593077 |
Avg Bars in Trades | 193 | 177 | 209 | 193 | 177 | 209 |
Avg Bars in Winners | 348 | 377 | 331 | 348 | 377 | 331 |
Avg Bars in Losers | 95 | 95 | 96 | 95 | 95 | 96 |
Bars Traded | 21486 | 9743 | 11743 | 21486 | 9743 | 11743 |
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 | 415802 | -174759 | -469311 | 191798 | -181262 | -284215 |
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 111 } }, "second_band": { "type": "rma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 111 } }, "second_band": { "type": "rma", "factors": { "length": 14, "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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