Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461631.0412 | 1377017.0272 | 84614.014 | 3930978.6109 | 3857782.9155 | 73195.6954 |
Total P&L (%) | 1461.631 | 1377.017 | 84.614 | 3930.9786 | 3857.7829 | 73.1957 |
Avg Daily Profit (%) | 0.8046 | 0.758 | 0.0466 | 0.2037 | 0.2027 | 0.0302 |
Buy And Hold Return (%) | 611.3325 | 611.3325 | 611.3325 | 611.3325 | 611.3325 | 611.3325 |
Max Trade Drawdown | -71161 | -73806 | -57679 | -5776172 | -3903050 | -2564865 |
Profit Factor | 4.3137 | 6.7312 | 1.4214 | 1.231 | 1.3884 | 1.0103 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 5.2062 | 8.6544 | 1.6109 | 1.4857 | 1.785 | 1.145 |
Largest Winning Trade | 810422 | 810422 | 56200 | 5355581 | 5355581 | 2412270 |
Largest Losing Trade | -37335 | -30706 | -37335 | -2401679 | -2002650 | -2401679 |
Avg Bars in Trades | 162 | 166 | 158 | 162 | 166 | 158 |
Avg Bars in Winners | 236 | 254 | 219 | 236 | 254 | 219 |
Avg Bars in Losers | 100 | 96 | 105 | 100 | 96 | 105 |
Bars Traded | 10395 | 5312 | 5083 | 10395 | 5312 | 5083 |
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 | -129421 | 491997 | -295793 | -138248 | 247426 | -528669 |
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{ "first_band": { "type": "rma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 163, "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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