Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675012.0444 | 603315.1065 | 71696.938 | 520299.8579 | 490635.5118 | 29664.346 |
Total P&L (%) | 675.012 | 603.3151 | 71.6969 | 520.2999 | 490.6355 | 29.6643 |
Avg Daily Profit (%) | 0.361 | 0.3227 | 0.0383 | 0.0977 | 0.095 | 0.0139 |
Buy And Hold Return (%) | 66.8408 | 66.8408 | 66.8408 | 66.8408 | 66.8408 | 66.8408 |
Max Trade Drawdown | -184722 | -103640 | -178872 | -395518 | -241792 | -248438 |
Profit Factor | 2.283 | 3.1488 | 1.2922 | 1.7473 | 2.4183 | 1.0847 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 52.381 | 48.3871 | 56.25 | 52.381 | 48.3871 | 56.25 |
Ratio Avg Win / Avg Loss | 2.0755 | 3.3588 | 1.0051 | 1.5884 | 2.5796 | 0.8436 |
Largest Winning Trade | 289696 | 289696 | 48005 | 296159 | 296159 | 98316 |
Largest Losing Trade | -54463 | -54463 | -47877 | -165497 | -165497 | -74882 |
Avg Bars in Trades | 81 | 111 | 53 | 81 | 111 | 53 |
Avg Bars in Winners | 101 | 135 | 73 | 101 | 135 | 73 |
Avg Bars in Losers | 60 | 89 | 27 | 60 | 89 | 27 |
Bars Traded | 5165 | 3467 | 1698 | 5165 | 3467 | 1698 |
Profit Streak | 390.6819 | 390.6819 | 687.3486 | 390.6819 | 390.6819 | 687.3486 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135513 | 567979 | -282626 | -208138 | -60809 | -466927 |
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{ "first_band": { "type": "rma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 250, "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) |
---|