Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75963.827 | 19093.5383 | 56870.2887 | 79354.5169 | 24809.4681 | 54545.0488 |
Total P&L (%) | 75.9638 | 19.0935 | 56.8703 | 79.3545 | 24.8095 | 54.545 |
Avg Daily Profit (%) | 0.2917 | 0.0733 | 0.2184 | 0.2246 | 0.0851 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30928 | -37708 | -28758 | -42721 | -43457 | -42269 |
Profit Factor | 1.4999 | 1.2586 | 1.728 | 1.4368 | 1.2947 | 1.5594 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 55 | 55 | 55 | 55 | 55 | 55 |
Ratio Avg Win / Avg Loss | 1.2272 | 1.0297 | 1.4138 | 1.1756 | 1.0593 | 1.2759 |
Largest Winning Trade | 16599 | 11207 | 16599 | 14592 | 13406 | 14592 |
Largest Losing Trade | -21716 | -21716 | -21514 | -31004 | -22967 | -31004 |
Avg Bars in Trades | 287 | 335 | 240 | 287 | 335 | 240 |
Avg Bars in Winners | 258 | 274 | 243 | 258 | 274 | 243 |
Avg Bars in Losers | 323 | 410 | 236 | 323 | 410 | 236 |
Bars Traded | 23035 | 13410 | 9625 | 23035 | 13410 | 9625 |
Profit Streak | 23.8749 | 23.8749 | 23.8853 | 23.8749 | 23.8749 | 23.8853 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13783 | -102885 | 320142 | -14742 | -83096 | 281023 |
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{ "first_band": { "type": "rma", "factors": { "length": 139, "offset": 20 } }, "second_band": { "type": "rma", "factors": { "length": 243, "offset": 0 } } }
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# | 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) |
---|