Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243590.9918 | 202916.2856 | 40674.7062 | 429372.3799 | 530099.5719 | -100727.1921 |
Total P&L (%) | 243.591 | 202.9163 | 40.6747 | 429.3724 | 530.0996 | -100.7272 |
Avg Daily Profit (%) | 0.4677 | 0.3896 | 0.0781 | 0.3205 | 0.354 | 0 |
Buy And Hold Return (%) | 72.8176 | 72.8176 | 72.8176 | 72.8176 | 72.8176 | 72.8176 |
Max Trade Drawdown | -52591 | -55572 | -43476 | -385785 | -352836 | -335980 |
Profit Factor | 1.3189 | 1.5442 | 1.1041 | 1.1225 | 1.3036 | 0.9427 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Losing Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Profitability (%) | 48.9224 | 49.1379 | 48.7069 | 48.9224 | 49.1379 | 48.7069 |
Ratio Avg Win / Avg Loss | 1.377 | 1.5984 | 1.1627 | 1.1719 | 1.3493 | 0.9928 |
Largest Winning Trade | 32979 | 32979 | 24003 | 177273 | 177273 | 105488 |
Largest Losing Trade | -22206 | -15811 | -22206 | -185183 | -104206 | -185183 |
Avg Bars in Trades | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Winners | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Losers | 48 | 48 | 49 | 48 | 48 | 49 |
Bars Traded | 24581 | 11242 | 13339 | 24581 | 11242 | 13339 |
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 | 314694 | 301769 | -360926 | -76428 | 331727 | -581191 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 37, "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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