Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62295.8335 | 38142.0272 | 24153.8063 | 49476.3684 | 56598.0253 | -7121.6568 |
Total P&L (%) | 62.2958 | 38.142 | 24.1538 | 49.4764 | 56.598 | -7.1217 |
Avg Daily Profit (%) | 0.4485 | 0.2746 | 0.1739 | 0.2898 | 0.3234 | -0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34588 | -23849 | -35971 | -62124 | -21584 | -73616 |
Profit Factor | 1.3157 | 1.4459 | 1.2161 | 1.1923 | 1.6005 | 0.9563 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 63.4783 | 59.6491 | 67.2414 | 63.4783 | 59.6491 | 67.2414 |
Ratio Avg Win / Avg Loss | 0.757 | 0.9781 | 0.5925 | 0.686 | 1.0827 | 0.4659 |
Largest Winning Trade | 19786 | 19786 | 13351 | 20846 | 20846 | 14284 |
Largest Losing Trade | -30012 | -17331 | -30012 | -56135 | -15727 | -56135 |
Avg Bars in Trades | 111 | 113 | 108 | 111 | 113 | 108 |
Avg Bars in Winners | 66 | 51 | 80 | 66 | 51 | 80 |
Avg Bars in Losers | 188 | 205 | 167 | 188 | 205 | 167 |
Bars Traded | 12788 | 6469 | 6319 | 12788 | 6469 | 6319 |
Profit Streak | 130.0522 | 130.0522 | 139.9481 | 130.0522 | 130.0522 | 139.9481 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337205 | -174838 | -177036 | -2022 | -170317 | -758996 |
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{ "first_band": { "type": "rma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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