Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1328521.3763 | 1308428.4519 | 20092.9243 | 906589.2509 | 791360.1592 | 115229.0917 |
Total P&L (%) | 1328.5214 | 1308.4285 | 20.0929 | 906.5893 | 791.3602 | 115.2291 |
Avg Daily Profit (%) | 0.7272 | 0.7162 | 0.011 | 0.1265 | 0.1198 | 0.042 |
Buy And Hold Return (%) | 674.9953 | 674.9953 | 674.9953 | 674.9953 | 674.9953 | 674.9953 |
Max Trade Drawdown | -115040 | -113221 | -61451 | -2914476 | -2067643 | -1310571 |
Profit Factor | 3.1537 | 4.9912 | 1.0695 | 1.0928 | 1.1319 | 1.0306 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.6043 | 7.4867 | 0.9358 | 1.2489 | 1.6978 | 0.9018 |
Largest Winning Trade | 779277 | 779277 | 56841 | 1554344 | 1554344 | 667144 |
Largest Losing Trade | -42932 | -34766 | -42932 | -922035 | -922035 | -528131 |
Avg Bars in Trades | 57 | 64 | 50 | 57 | 64 | 50 |
Avg Bars in Winners | 70 | 104 | 45 | 70 | 104 | 45 |
Avg Bars in Losers | 46 | 37 | 57 | 46 | 37 | 57 |
Bars Traded | 5183 | 2899 | 2284 | 5183 | 2899 | 2284 |
Profit Streak | 0 | 90.6549 | 0 | 0 | 90.6549 | 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 | 374869 | 348275 | -489141 | -202304 | -222419 | -490690 |
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{ "first_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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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