Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375109.1479 | 1394052.6575 | -18943.5096 | 222539.3091 | 71158.3684 | 151380.9406 |
Total P&L (%) | 1375.1091 | 1394.0527 | -18.9435 | 222.5393 | 71.1584 | 151.3809 |
Avg Daily Profit (%) | 0.7559 | 0.7663 | -0.0104 | 0.0644 | 0.0295 | 0.0507 |
Buy And Hold Return (%) | 600.3359 | 600.3359 | 600.3359 | 600.3359 | 600.3359 | 600.3359 |
Max Trade Drawdown | -152729 | -144512 | -75566 | -1285042 | -1358224 | -516265 |
Profit Factor | 2.9452 | 4.655 | 0.9418 | 1.0428 | 1.0222 | 1.0759 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 42.7083 | 37.5 | 47.9167 | 42.7083 | 37.5 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.9508 | 7.7583 | 1.0237 | 1.3989 | 1.7037 | 1.1695 |
Largest Winning Trade | 814083 | 814083 | 56321 | 820294 | 820294 | 417160 |
Largest Losing Trade | -75566 | -38973 | -75566 | -584594 | -584594 | -504297 |
Avg Bars in Trades | 108 | 128 | 88 | 108 | 128 | 88 |
Avg Bars in Winners | 131 | 196 | 81 | 131 | 196 | 81 |
Avg Bars in Losers | 90 | 88 | 94 | 90 | 88 | 94 |
Bars Traded | 10408 | 6183 | 4225 | 10408 | 6183 | 4225 |
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 | 391739 | 392621 | -579832 | -448743 | -518952 | -428744 |
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{ "first_band": { "type": "rma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 214, "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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