Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -807687.6713 | 119747.3527 | -927435.024 | -2612031.3929 | -10117274.1429 | 7505242.75 |
Total P&L (%) | -807.6877 | 119.7474 | -927.435 | -2612.0314 | -10117.2741 | 7505.2428 |
Avg Daily Profit (%) | -0.4446 | 0.0659 | -0.5105 | 0 | 0 | 0.2387 |
Buy And Hold Return (%) | 652.736 | 652.736 | 652.736 | 652.736 | 652.736 | 652.736 |
Max Trade Drawdown | -961500 | -147769 | -1001968 | -21875288 | -15857806 | -7054547 |
Profit Factor | 0.4845 | 1.404 | 0.27 | 0.9292 | 0.5305 | 1.4897 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 27 | 24 | 38 | 20 | 18 |
Losing Trades | 29 | 13 | 16 | 42 | 20 | 22 |
Profitability (%) | 63.75 | 67.5 | 60 | 47.5 | 50 | 45 |
Ratio Avg Win / Avg Loss | 0.2755 | 0.676 | 0.18 | 1.027 | 0.5305 | 1.8207 |
Largest Winning Trade | 54589 | 54589 | 49144 | 12590067 | 3659152 | 12590067 |
Largest Losing Trade | -507431 | -73918 | -507431 | -14143563 | -14143563 | -5397132 |
Avg Bars in Trades | 267 | 293 | 241 | 267 | 293 | 241 |
Avg Bars in Winners | 150 | 165 | 133 | 263 | 285 | 239 |
Avg Bars in Losers | 472 | 557 | 403 | 270 | 300 | 243 |
Bars Traded | 21389 | 11721 | 9668 | 21389 | 11721 | 9668 |
Profit Streak | 37.8342 | 65.6675 | 37.8342 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600959 | -267962 | -578464 | -603861 | -580749 | 317031 |
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{ "first_band": { "type": "rma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "offset": 182 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "offset": 182 } } }
# | 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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