Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312212.364 | 265551.1316 | 46661.2324 | 300098.5385 | 224319.3648 | 75779.1737 |
Total P&L (%) | 312.2124 | 265.5511 | 46.6612 | 300.0985 | 224.3194 | 75.7792 |
Avg Daily Profit (%) | 0.5995 | 0.5099 | 0.0896 | 0.2666 | 0.2262 | 0.1084 |
Buy And Hold Return (%) | 77.7898 | 77.7898 | 77.7898 | 77.7898 | 77.7898 | 77.7898 |
Max Trade Drawdown | -50125 | -44180 | -48433 | -119393 | -90212 | -68346 |
Profit Factor | 2.1199 | 3.0646 | 1.3107 | 1.5323 | 1.8013 | 1.267 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 40.367 | 40.7407 | 40 | 40.367 | 40.7407 | 40 |
Ratio Avg Win / Avg Loss | 3.1317 | 4.4577 | 1.9661 | 2.2637 | 2.6201 | 1.9006 |
Largest Winning Trade | 266482 | 266482 | 21107 | 184325 | 184325 | 43822 |
Largest Losing Trade | -17058 | -14892 | -17058 | -52113 | -52113 | -39414 |
Avg Bars in Trades | 223 | 216 | 230 | 223 | 216 | 230 |
Avg Bars in Winners | 392 | 372 | 411 | 392 | 372 | 411 |
Avg Bars in Losers | 109 | 109 | 109 | 109 | 109 | 109 |
Bars Traded | 24383 | 11699 | 12684 | 24383 | 11699 | 12684 |
Profit Streak | 0 | 20.139 | 0 | 0 | 20.139 | 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 | 317931 | -170289 | -422383 | 159520 | -175623 | -397624 |
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{ "first_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "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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