Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596108.0988 | 1529041.5912 | 67066.5075 | 2858117.7792 | 2612512.4001 | 245605.3791 |
Total P&L (%) | 1596.1081 | 1529.0416 | 67.0665 | 2858.1178 | 2612.5124 | 245.6054 |
Avg Daily Profit (%) | 0.8796 | 0.8427 | 0.037 | 0.1868 | 0.1821 | 0.0684 |
Buy And Hold Return (%) | 577.5378 | 577.5378 | 577.5378 | 577.5378 | 577.5378 | 577.5378 |
Max Trade Drawdown | -103696 | -111460 | -69085 | -4365415 | -3844115 | -2755523 |
Profit Factor | 3.9253 | 6.4332 | 1.2539 | 1.1596 | 1.2822 | 1.0284 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 36.9565 | 34.7826 | 39.1304 | 36.9565 | 34.7826 | 39.1304 |
Ratio Avg Win / Avg Loss | 6.6961 | 12.0622 | 1.9504 | 1.9781 | 2.404 | 1.5997 |
Largest Winning Trade | 971548 | 971548 | 58548 | 3830432 | 3830432 | 1433475 |
Largest Losing Trade | -31822 | -29794 | -31822 | -1380705 | -1286735 | -1380705 |
Avg Bars in Trades | 75 | 79 | 70 | 75 | 79 | 70 |
Avg Bars in Winners | 113 | 129 | 98 | 113 | 129 | 98 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 6935 | 3671 | 3264 | 6935 | 3671 | 3264 |
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 | 435372 | 448653 | -312543 | -42169 | 49288 | -459769 |
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 103, "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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