Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1109871.3974 | 34150.0622 | -1144021.4597 | -831885.5105 | -4668334.8379 | 3836449.3274 |
Total P&L (%) | -1109.8714 | 34.1501 | -1144.0215 | -831.8855 | -4668.3348 | 3836.4493 |
Avg Daily Profit (%) | -0.6106 | 0.0188 | -0.6294 | 0 | 0 | 0.2023 |
Buy And Hold Return (%) | 631.6956 | 631.6956 | 631.6956 | 631.6956 | 631.6956 | 631.6956 |
Max Trade Drawdown | -1156663 | -148650 | -1172738 | -17462626 | -11256367 | -6686962 |
Profit Factor | 0.3834 | 1.1092 | 0.2308 | 0.9721 | 0.7034 | 1.2728 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 27 | 27 | 43 | 21 | 22 |
Losing Trades | 36 | 18 | 18 | 47 | 24 | 23 |
Profitability (%) | 60 | 60 | 60 | 47.7778 | 46.6667 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.2556 | 0.7395 | 0.1539 | 1.0625 | 0.8039 | 1.3307 |
Largest Winning Trade | 52368 | 52368 | 49006 | 7670313 | 2464093 | 7670313 |
Largest Losing Trade | -657343 | -74097 | -657343 | -10162782 | -10162782 | -6366073 |
Avg Bars in Trades | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Winners | 33 | 38 | 28 | 62 | 65 | 60 |
Avg Bars in Losers | 98 | 111 | 85 | 56 | 69 | 42 |
Bars Traded | 5341 | 3032 | 2309 | 5341 | 3032 | 2309 |
Profit Streak | 3.2134 | 168.5467 | 0 | 0 | 0 | 167.5467 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580188 | -432882 | -579415 | -579735 | -582008 | 300423 |
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{ "first_band": { "type": "rma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 102, "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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