Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703808.5148 | 1628245.0811 | 75563.4337 | 3636099.954 | 2943537.9613 | 692561.9927 |
Total P&L (%) | 1703.8085 | 1628.2451 | 75.5634 | 3636.1 | 2943.538 | 692.562 |
Avg Daily Profit (%) | 0.9358 | 0.8943 | 0.0415 | 0.1991 | 0.1878 | 0.1138 |
Buy And Hold Return (%) | 691.2723 | 691.2723 | 691.2723 | 691.2723 | 691.2723 | 691.2723 |
Max Trade Drawdown | -120601 | -110477 | -58332 | -9014867 | -6585020 | -3487682 |
Profit Factor | 3.6848 | 5.4893 | 1.2779 | 1.1141 | 1.1557 | 1.0534 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 38.5965 | 36.8421 | 40.3509 | 38.5965 | 36.8421 | 40.3509 |
Ratio Avg Win / Avg Loss | 5.8621 | 9.4102 | 1.889 | 1.7724 | 1.9812 | 1.5572 |
Largest Winning Trade | 1222570 | 1222570 | 60462 | 3971704 | 3971704 | 2817935 |
Largest Losing Trade | -40072 | -40072 | -28789 | -2163834 | -2163834 | -1343552 |
Avg Bars in Trades | 60 | 69 | 52 | 60 | 69 | 52 |
Avg Bars in Winners | 82 | 108 | 58 | 82 | 108 | 58 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 6923 | 3939 | 2984 | 6923 | 3939 | 2984 |
Profit Streak | 0 | 82.185 | 0 | 0 | 82.185 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438904 | -168009 | -485997 | -91188 | -227095 | -550383 |
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{ "first_band": { "type": "rma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 115, "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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