Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358739.3142 | 1358977.6031 | -238.2889 | 516375.5825 | 692695.9311 | -176320.3486 |
Total P&L (%) | 1358.7393 | 1358.9776 | -0.2383 | 516.3756 | 692.6959 | -176.3203 |
Avg Daily Profit (%) | 0.7479 | 0.7481 | -0.0001 | 0.1002 | 0.114 | 0 |
Buy And Hold Return (%) | 540.8578 | 540.8578 | 540.8578 | 540.8578 | 540.8578 | 540.8578 |
Max Trade Drawdown | -109500 | -103504 | -111700 | -2206834 | -2259632 | -2083121 |
Profit Factor | 3.1908 | 5.3002 | 0.9992 | 1.0591 | 1.1486 | 0.9568 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 43 | 32 | 54 | 43 | 32 | 54 |
Ratio Avg Win / Avg Loss | 4.2296 | 11.2629 | 0.8512 | 1.4039 | 2.4408 | 0.815 |
Largest Winning Trade | 769570 | 769570 | 61175 | 1862453 | 1862453 | 1014748 |
Largest Losing Trade | -32046 | -31472 | -32046 | -750380 | -750380 | -700119 |
Avg Bars in Trades | 52 | 53 | 50 | 52 | 53 | 50 |
Avg Bars in Winners | 67 | 83 | 58 | 67 | 83 | 58 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 5207 | 2679 | 2528 | 5207 | 2679 | 2528 |
Profit Streak | 0 | 85.5554 | 0 | 0 | 85.5554 | 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 | 461463 | -169304 | -760314 | -382600 | -361212 | -760314 |
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{ "first_band": { "type": "rma", "factors": { "length": 52, "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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