Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510672.8244 | 1576702.7669 | -66029.9425 | 23912.3287 | 398010.5478 | -374098.2191 |
Total P&L (%) | 1510.6728 | 1576.7028 | -66.0299 | 23.9123 | 398.0105 | -374.0982 |
Avg Daily Profit (%) | 0.8305 | 0.8668 | -0.0363 | 0.0118 | 0.0883 | 0 |
Buy And Hold Return (%) | 707.6712 | 707.6712 | 707.6712 | 707.6712 | 707.6712 | 707.6712 |
Max Trade Drawdown | -257172 | -192622 | -149253 | -2490745 | -1658164 | -1414040 |
Profit Factor | 3.0055 | 4.8927 | 0.8104 | 1.0041 | 1.1166 | 0.8479 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 38.7755 | 36.7347 | 40.8163 | 38.7755 | 36.7347 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.7456 | 8.4263 | 1.175 | 1.5854 | 1.9231 | 1.2294 |
Largest Winning Trade | 1117965 | 1117965 | 57934 | 1485448 | 1485448 | 937557 |
Largest Losing Trade | -79868 | -45876 | -79868 | -1359689 | -874246 | -1359689 |
Avg Bars in Trades | 108 | 141 | 75 | 108 | 141 | 75 |
Avg Bars in Winners | 132 | 202 | 70 | 132 | 202 | 70 |
Avg Bars in Losers | 93 | 106 | 79 | 93 | 106 | 79 |
Bars Traded | 10634 | 6935 | 3698 | 10634 | 6935 | 3698 |
Profit Streak | 0 | 30.0454 | 0 | 0 | 30.0454 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318178 | 414429 | -582586 | -561906 | -336013 | -582586 |
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{ "first_band": { "type": "rma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 250, "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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