Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192068.122 | 99018.4847 | 93049.6373 | 440856.5751 | 271792.7769 | 169063.7981 |
Total P&L (%) | 192.0681 | 99.0185 | 93.0496 | 440.8566 | 271.7928 | 169.0638 |
Avg Daily Profit (%) | 0.7375 | 0.3802 | 0.3573 | 0.6503 | 0.5055 | 0.3808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18795 | -10798 | -28405 | -59980 | -50734 | -72424 |
Profit Factor | 2.5687 | 2.928 | 2.3091 | 2.2033 | 2.7935 | 1.7869 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 45.7944 | 44.4444 | 47.1698 | 45.7944 | 44.4444 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.0405 | 3.66 | 2.5862 | 2.608 | 3.4918 | 2.0014 |
Largest Winning Trade | 33320 | 22853 | 33320 | 100612 | 100612 | 87365 |
Largest Losing Trade | -7334 | -7334 | -6404 | -25545 | -17798 | -25545 |
Avg Bars in Trades | 229 | 118 | 343 | 229 | 118 | 343 |
Avg Bars in Winners | 385 | 208 | 556 | 385 | 208 | 556 |
Avg Bars in Losers | 97 | 46 | 153 | 97 | 46 | 153 |
Bars Traded | 24585 | 6388 | 18197 | 24585 | 6388 | 18197 |
Profit Streak | 9.0083 | 12.2896 | 0 | 9.0083 | 12.2896 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541251 | -168239 | -169189 | 489016 | -167428 | -169996 |
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{ "first_band": { "type": "rma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 43, "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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