Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73077.0526 | 21759.5232 | 51317.5294 | 72447.5944 | 20129.0791 | 52318.5153 |
Total P&L (%) | 73.0771 | 21.7595 | 51.3175 | 72.4476 | 20.1291 | 52.3185 |
Avg Daily Profit (%) | 0.2806 | 0.0836 | 0.1971 | 0.2095 | 0.0704 | 0.1617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32517 | -29770 | -31960 | -57235 | -48304 | -58587 |
Profit Factor | 1.3994 | 1.2458 | 1.5434 | 1.2456 | 1.1449 | 1.3354 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 62.2517 | 61.8421 | 62.6667 | 62.2517 | 61.8421 | 62.6667 |
Ratio Avg Win / Avg Loss | 0.8486 | 0.7687 | 0.9195 | 0.7553 | 0.7064 | 0.7956 |
Largest Winning Trade | 13830 | 10291 | 13830 | 20121 | 15050 | 20121 |
Largest Losing Trade | -25238 | -22013 | -25238 | -47411 | -35126 | -47411 |
Avg Bars in Trades | 157 | 162 | 152 | 157 | 162 | 152 |
Avg Bars in Winners | 114 | 118 | 111 | 114 | 118 | 111 |
Avg Bars in Losers | 227 | 235 | 220 | 227 | 235 | 220 |
Bars Traded | 23788 | 12370 | 11418 | 23788 | 12370 | 11418 |
Profit Streak | 12.9853 | 12.9853 | 13.0165 | 12.9853 | 12.9853 | 13.0165 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338381 | -137461 | -49570 | 282658 | -216963 | -51076 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 221, "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) |
---|