Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994497.4154 | 892475.3741 | 102022.0413 | 247132.8333 | 623916.8887 | -376784.0554 |
Total P&L (%) | 994.4974 | 892.4754 | 102.022 | 247.1328 | 623.9169 | -376.7841 |
Avg Daily Profit (%) | 0.5355 | 0.4806 | 0.0549 | 0.067 | 0.1067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131117 | -83534 | -90805 | -2093074 | -968219 | -1797615 |
Profit Factor | 3.0221 | 4.23 | 1.4734 | 1.0437 | 1.2326 | 0.873 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50.8197 | 41.9355 | 60 | 50.8197 | 41.9355 | 60 |
Ratio Avg Win / Avg Loss | 2.9246 | 5.857 | 0.9823 | 1.0101 | 1.7066 | 0.582 |
Largest Winning Trade | 940116 | 940116 | 49849 | 1050180 | 1050180 | 565057 |
Largest Losing Trade | -59086 | -40609 | -59086 | -1131167 | -435560 | -1131167 |
Avg Bars in Trades | 58 | 39 | 76 | 58 | 39 | 76 |
Avg Bars in Winners | 85 | 47 | 112 | 85 | 47 | 112 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 3545 | 1238 | 2307 | 3545 | 1238 | 2307 |
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 | -149215 | 521647 | -118828 | -441730 | -52577 | -579529 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 19, "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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