Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1848801.8108 | 1888302.6937 | -39500.8829 | -130172.5672 | 4284738.8481 | -4414911.4153 |
Total P&L (%) | 1848.8018 | 1888.3027 | -39.5009 | -130.1726 | 4284.7388 | -4414.9114 |
Avg Daily Profit (%) | 1.0359 | 1.0581 | -0.0221 | 0 | 0.2121 | 0 |
Buy And Hold Return (%) | 374.3292 | 374.3292 | 374.3292 | 374.3292 | 374.3292 | 374.3292 |
Max Trade Drawdown | -169523 | -121549 | -158338 | -4052072 | -170668 | -4489783 |
Profit Factor | 3.6241 | 7.7853 | 0.9073 | 0.9744 | 16.2047 | 0.0819 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 23 | 7 | 16 | 50 | 29 | 21 |
Losing Trades | 53 | 31 | 22 | 26 | 9 | 17 |
Profitability (%) | 30.2632 | 18.4211 | 42.1053 | 65.7895 | 76.3158 | 55.2632 |
Ratio Avg Win / Avg Loss | 8.3511 | 34.4775 | 1.2476 | 0.5067 | 5.0291 | 0.0663 |
Largest Winning Trade | 1087057 | 1087057 | 59082 | 3498832 | 3498832 | 131760 |
Largest Losing Trade | -103331 | -31803 | -103331 | -3948000 | -70294 | -3948000 |
Avg Bars in Trades | 275 | 218 | 331 | 275 | 218 | 331 |
Avg Bars in Winners | 569 | 622 | 546 | 183 | 190 | 172 |
Avg Bars in Losers | 147 | 127 | 175 | 452 | 310 | 528 |
Bars Traded | 20921 | 8317 | 12604 | 20921 | 8317 | 12604 |
Profit Streak | 0 | 0 | 0 | 76.4769 | 278.9769 | 76.4769 |
Trades During Streak | 0 | 0 | 0 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42683 | -38183 | -582168 | -630666 | 775089 | -578711 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 226 } }, "second_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } } }
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# | 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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