Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327454.8168 | 1373276.7624 | -45821.9457 | 180928.8596 | 478017.2765 | -297088.4169 |
Total P&L (%) | 1327.4548 | 1373.2768 | -45.8219 | 180.9289 | 478.0173 | -297.0884 |
Avg Daily Profit (%) | 0.7326 | 0.7579 | -0.0253 | 0.057 | 0.0969 | 0 |
Buy And Hold Return (%) | 469.5349 | 469.5349 | 469.5349 | 469.5349 | 469.5349 | 469.5349 |
Max Trade Drawdown | -175922 | -162914 | -113517 | -1825714 | -1629828 | -550029 |
Profit Factor | 3.2246 | 5.2258 | 0.8314 | 1.0483 | 1.2132 | 0.8021 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 35.2941 | 32.3529 | 38.2353 | 35.2941 | 32.3529 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.9118 | 10.9266 | 1.343 | 1.922 | 2.5367 | 1.2957 |
Largest Winning Trade | 802784 | 802784 | 68832 | 1681944 | 1681944 | 536466 |
Largest Losing Trade | -36607 | -36074 | -36607 | -396194 | -396194 | -217710 |
Avg Bars in Trades | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Winners | 129 | 117 | 138 | 129 | 117 | 138 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 5170 | 2482 | 2688 | 5170 | 2482 | 2688 |
Profit Streak | 0 | 91.8564 | 0 | 0 | 91.8564 | 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 | -104007 | 405626 | -583703 | -568296 | -229460 | -583703 |
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{ "first_band": { "type": "rma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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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