Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628200.3402 | 439382.0601 | 188818.2801 | 665978.2792 | 368259.8361 | 297718.4431 |
Total P&L (%) | 628.2003 | 439.3821 | 188.8183 | 665.9783 | 368.2598 | 297.7184 |
Avg Daily Profit (%) | 0.4225 | 0.2955 | 0.127 | 0.137 | 0.1039 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128827 | -107950 | -74835 | -1550255 | -949311 | -796983 |
Profit Factor | 1.7978 | 1.9306 | 1.5989 | 1.1036 | 1.1003 | 1.1079 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 51.7442 | 45.3488 | 58.1395 | 51.7442 | 45.3488 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.6766 | 2.3267 | 1.1512 | 1.0292 | 1.326 | 0.7977 |
Largest Winning Trade | 279291 | 279291 | 55235 | 1212350 | 1212350 | 272784 |
Largest Losing Trade | -38809 | -38809 | -29357 | -472711 | -472711 | -445166 |
Avg Bars in Trades | 33 | 41 | 26 | 33 | 41 | 26 |
Avg Bars in Winners | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Losers | 28 | 38 | 16 | 28 | 38 | 16 |
Bars Traded | 5798 | 3529 | 2269 | 5798 | 3529 | 2269 |
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 | 521165 | 358957 | -20552 | -115123 | -166588 | -171379 |
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{ "first_band": { "type": "rma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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