Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131624.4963 | 53570.8404 | 78053.6559 | 161173.0802 | 60066.6103 | 101106.4698 |
Total P&L (%) | 131.6245 | 53.5708 | 78.0537 | 161.1731 | 60.0666 | 101.1065 |
Avg Daily Profit (%) | 0.2527 | 0.1029 | 0.1499 | 0.1845 | 0.0904 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43249 | -56161 | -26073 | -91511 | -122768 | -50803 |
Profit Factor | 1.5804 | 1.4261 | 1.7722 | 1.3474 | 1.2408 | 1.4715 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 61.165 | 62.7451 | 59.6154 | 61.165 | 62.7451 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.0034 | 0.8468 | 1.2005 | 0.8555 | 0.7367 | 0.9968 |
Largest Winning Trade | 17311 | 17120 | 17311 | 33309 | 30537 | 33309 |
Largest Losing Trade | -28734 | -28734 | -17842 | -58667 | -58667 | -43093 |
Avg Bars in Trades | 236 | 236 | 236 | 236 | 236 | 236 |
Avg Bars in Winners | 186 | 166 | 206 | 186 | 166 | 206 |
Avg Bars in Losers | 315 | 354 | 279 | 315 | 354 | 279 |
Bars Traded | 24366 | 12083 | 12283 | 24366 | 12083 | 12283 |
Profit Streak | 31.9797 | 33.3963 | 31.9797 | 31.9797 | 33.3963 | 31.9797 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432690 | -236001 | -169575 | 300456 | -253361 | -193199 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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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