Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899100.5136 | 1023122.1691 | -124021.6554 | -97926.5396 | -53856.5655 | -44069.9742 |
Total P&L (%) | 899.1005 | 1023.1222 | -124.0217 | -97.9265 | -53.8566 | -44.07 |
Avg Daily Profit (%) | 0.3825 | 0.4352 | -0.0528 | -0.1647 | -0.0329 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284691 | -188816 | -342591 | -104504 | -44163 | -74646 |
Profit Factor | 1.8665 | 2.8226 | 0.7396 | 0.5418 | 0.5668 | 0.507 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 42.3729 | 32.2034 | 52.5424 | 42.3729 | 32.2034 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.5385 | 5.9424 | 0.668 | 0.7368 | 1.1933 | 0.4579 |
Largest Winning Trade | 1249621 | 1249621 | 45791 | 36840 | 36840 | 11071 |
Largest Losing Trade | -66591 | -63759 | -66591 | -32742 | -28613 | -32742 |
Avg Bars in Trades | 117 | 142 | 91 | 117 | 142 | 91 |
Avg Bars in Winners | 112 | 123 | 106 | 112 | 123 | 106 |
Avg Bars in Losers | 120 | 151 | 76 | 120 | 151 | 76 |
Bars Traded | 13823 | 8400 | 5423 | 13823 | 8400 | 5423 |
Profit Streak | 0 | 0 | 361.149 | 0 | 0 | 361.149 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377532 | -168443 | -755727 | -583430 | -762990 | -755727 |
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{ "first_band": { "type": "rma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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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