Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568193.9134 | 531964.9485 | 36228.9649 | 57953.7838 | 132406.4841 | -74452.7003 |
Total P&L (%) | 568.1939 | 531.9649 | 36.229 | 57.9538 | 132.4065 | -74.4527 |
Avg Daily Profit (%) | 0.3034 | 0.284 | 0.0193 | 0.0244 | 0.045 | -0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97519 | -119916 | -41613 | -446558 | -406315 | -206381 |
Profit Factor | 2.3495 | 2.9394 | 1.2469 | 1.0508 | 1.1881 | 0.8299 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.0838 | 3.8579 | 1.6366 | 1.3791 | 1.5594 | 1.0892 |
Largest Winning Trade | 632184 | 632184 | 41717 | 505547 | 505547 | 81515 |
Largest Losing Trade | -44036 | -44036 | -23908 | -195890 | -195890 | -139990 |
Avg Bars in Trades | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Winners | 159 | 138 | 180 | 159 | 138 | 180 |
Avg Bars in Losers | 50 | 57 | 44 | 50 | 57 | 44 |
Bars Traded | 7239 | 3429 | 3810 | 7239 | 3429 | 3810 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58009 | 422882 | -171324 | -397147 | -147843 | -581733 |
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{ "first_band": { "type": "rma", "factors": { "length": 78, "offset": 28 } }, "second_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 78, "offset": 28 } }, "second_band": { "type": "midpoint", "factors": { "length": 107, "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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