Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115566.9726 | 58796.3928 | 56770.5798 | 158411.7665 | 95768.4131 | 62643.3534 |
Total P&L (%) | 115.567 | 58.7964 | 56.7706 | 158.4118 | 95.7684 | 62.6434 |
Avg Daily Profit (%) | 0.4438 | 0.2258 | 0.218 | 0.3652 | 0.2583 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26959 | -14183 | -32135 | -73508 | -30586 | -67647 |
Profit Factor | 1.809 | 2.16 | 1.616 | 1.5219 | 1.9089 | 1.3162 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 43.3333 | 42.2222 | 44.4444 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3656 | 2.9557 | 2.02 | 1.9902 | 2.6121 | 1.6452 |
Largest Winning Trade | 31803 | 16952 | 31803 | 36867 | 30447 | 36867 |
Largest Losing Trade | -10866 | -6469 | -10866 | -26015 | -17893 | -26015 |
Avg Bars in Trades | 273 | 104 | 443 | 273 | 104 | 443 |
Avg Bars in Winners | 391 | 163 | 608 | 391 | 163 | 608 |
Avg Bars in Losers | 183 | 60 | 311 | 183 | 60 | 311 |
Bars Traded | 24658 | 4687 | 19971 | 24658 | 4687 | 19971 |
Profit Streak | 4.6211 | 4.642 | 4.6211 | 4.6211 | 4.642 | 4.6211 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367716 | 260257 | 245618 | 311852 | 279706 | 186602 |
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{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 72, "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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