Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12365440.1374 | 12432839.7189 | -67399.5815 | 2477992.687 | 2347038.6917 | 130953.9953 |
Total P&L (%) | 12365.4401 | 12432.8397 | -67.3996 | 2477.9927 | 2347.0387 | 130.954 |
Avg Daily Profit (%) | 5.4706 | 5.5005 | -0.0298 | 0.1439 | 0.1416 | 0.037 |
Buy And Hold Return (%) | 7873.593 | 7873.593 | 7873.593 | 7873.593 | 7873.593 | 7873.593 |
Max Trade Drawdown | -144749 | -133601 | -59140 | -7832432 | -7911453 | -1826315 |
Profit Factor | 21.8756 | 30.4324 | 0.6033 | 1.1139 | 1.1361 | 1.029 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 40.8759 | 44.1176 | 37.6812 | 40.8759 | 44.1176 | 37.6812 |
Ratio Avg Win / Avg Loss | 31.6415 | 38.5477 | 0.9978 | 1.6112 | 1.4391 | 1.7019 |
Largest Winning Trade | 12321508 | 12321508 | 14082 | 7422369 | 7422369 | 1053752 |
Largest Losing Trade | -38321 | -38321 | -15914 | -3645256 | -3645256 | -527865 |
Avg Bars in Trades | 93 | 178 | 10 | 93 | 178 | 10 |
Avg Bars in Winners | 152 | 274 | 11 | 152 | 274 | 11 |
Avg Bars in Losers | 53 | 101 | 10 | 53 | 101 | 10 |
Bars Traded | 12831 | 12105 | 726 | 12831 | 12105 | 726 |
Profit Streak | 0 | 81.8393 | 0 | 0 | 81.8393 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415236 | -96006 | -687249 | -263652 | -351025 | -603149 |
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{ "first_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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