Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136645.3738 | 1174041.1931 | -37395.8193 | 384197.979 | 1663701.5012 | -1279503.5222 |
Total P&L (%) | 1136.6454 | 1174.0412 | -37.3958 | 384.198 | 1663.7015 | -1279.5035 |
Avg Daily Profit (%) | 0.6269 | 0.6476 | -0.0206 | 0.087 | 0.1584 | 0 |
Buy And Hold Return (%) | 497.7858 | 497.7858 | 497.7858 | 497.7858 | 497.7858 | 497.7858 |
Max Trade Drawdown | -166990 | -97744 | -111018 | -1598500 | -870152 | -1590720 |
Profit Factor | 2.6126 | 4.4095 | 0.8963 | 1.0704 | 1.64 | 0.5526 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 35.7143 | 35.7143 | 35.7143 | 35.7143 | 35.7143 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.7026 | 7.937 | 1.6133 | 1.9267 | 2.952 | 0.9947 |
Largest Winning Trade | 717563 | 717563 | 74513 | 1436660 | 1436660 | 239194 |
Largest Losing Trade | -41692 | -35316 | -41692 | -652785 | -501599 | -652785 |
Avg Bars in Trades | 125 | 107 | 144 | 125 | 107 | 144 |
Avg Bars in Winners | 230 | 194 | 265 | 230 | 194 | 265 |
Avg Bars in Losers | 68 | 59 | 76 | 68 | 59 | 76 |
Bars Traded | 10578 | 4516 | 6062 | 10578 | 4516 | 6062 |
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 | 228189 | 331705 | -583512 | -389868 | 88875 | -586290 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 15, "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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