Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234270.7313 | 1168221.3713 | 66049.36 | 4355900.4719 | 5326809.3774 | -970908.9055 |
Total P&L (%) | 1234.2707 | 1168.2214 | 66.0494 | 4355.9005 | 5326.8094 | -970.9089 |
Avg Daily Profit (%) | 0.6813 | 0.6448 | 0.0365 | 0.2098 | 0.2207 | 0 |
Buy And Hold Return (%) | 473.0477 | 473.0477 | 473.0477 | 473.0477 | 473.0477 | 473.0477 |
Max Trade Drawdown | -85559 | -94696 | -68489 | -8360401 | -5760287 | -5623567 |
Profit Factor | 2.8528 | 4.8135 | 1.1836 | 1.1659 | 1.4429 | 0.9318 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.5645 | 7.7016 | 1.8937 | 1.8654 | 2.3086 | 1.4908 |
Largest Winning Trade | 625489 | 625489 | 74623 | 5004745 | 5004745 | 3207086 |
Largest Losing Trade | -35373 | -21507 | -35373 | -1828888 | -1402961 | -1828888 |
Avg Bars in Trades | 82 | 76 | 89 | 82 | 76 | 89 |
Avg Bars in Winners | 149 | 133 | 165 | 149 | 133 | 165 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 10734 | 4942 | 5792 | 10734 | 4942 | 5792 |
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 | 359863 | -120705 | -463923 | -32950 | -126162 | -715556 |
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{ "first_band": { "type": "rma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
# | 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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