Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94160.2666 | 42503.8812 | 51656.3853 | 108283.527 | 64801.9763 | 43481.5507 |
Total P&L (%) | 94.1603 | 42.5039 | 51.6564 | 108.2835 | 64.802 | 43.4816 |
Avg Daily Profit (%) | 0.3616 | 0.1632 | 0.1984 | 0.2821 | 0.192 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24869 | -17305 | -32600 | -52500 | -32752 | -74530 |
Profit Factor | 1.6229 | 1.7735 | 1.5369 | 1.3608 | 1.6215 | 1.222 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 44.3182 | 45.4545 | 43.1818 | 44.3182 | 45.4545 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.039 | 2.1282 | 2.0222 | 1.7097 | 1.9458 | 1.6079 |
Largest Winning Trade | 32009 | 17332 | 32009 | 36098 | 30034 | 36098 |
Largest Losing Trade | -12993 | -5808 | -12993 | -28494 | -12837 | -28494 |
Avg Bars in Trades | 280 | 116 | 444 | 280 | 116 | 444 |
Avg Bars in Winners | 415 | 187 | 654 | 415 | 187 | 654 |
Avg Bars in Losers | 173 | 58 | 284 | 173 | 58 | 284 |
Bars Traded | 24705 | 5144 | 19561 | 24705 | 5144 | 19561 |
Profit Streak | 0 | 10.6048 | 0 | 0 | 10.6048 | 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 | 313358 | 223743 | 181370 | 234702 | 281557 | -13013 |
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{ "first_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 65, "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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