Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406224.5055 | 1447802.7803 | -41578.2748 | 231481.9769 | 696187.0349 | -464705.058 |
Total P&L (%) | 1406.2245 | 1447.8028 | -41.5783 | 231.482 | 696.187 | -464.7051 |
Avg Daily Profit (%) | 0.7744 | 0.7972 | -0.0229 | 0.066 | 0.1143 | 0 |
Buy And Hold Return (%) | 563.4921 | 563.4921 | 563.4921 | 563.4921 | 563.4921 | 563.4921 |
Max Trade Drawdown | -168769 | -159560 | -111395 | -2333007 | -2022814 | -688129 |
Profit Factor | 3.3091 | 5.3624 | 0.85 | 1.0471 | 1.239 | 0.7673 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 35 | 32.5 | 37.5 | 35 | 32.5 | 37.5 |
Ratio Avg Win / Avg Loss | 6.1454 | 11.1373 | 1.4166 | 1.9447 | 2.5734 | 1.2789 |
Largest Winning Trade | 894786 | 894786 | 69263 | 2188170 | 2188170 | 649692 |
Largest Losing Trade | -34993 | -34993 | -34413 | -574071 | -574071 | -236902 |
Avg Bars in Trades | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Winners | 156 | 151 | 159 | 156 | 151 | 159 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 6903 | 3318 | 3585 | 6903 | 3318 | 3585 |
Profit Streak | 0 | 61.2731 | 0 | 0 | 61.2731 | 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 | -13922 | 413699 | -583944 | -467732 | -137887 | -583944 |
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{ "first_band": { "type": "rma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 62, "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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