Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111179.0904 | 57118.2105 | 54060.8799 | 146097.3281 | 56976.1739 | 89121.1542 |
Total P&L (%) | 111.1791 | 57.1182 | 54.0609 | 146.0973 | 56.9762 | 89.1212 |
Avg Daily Profit (%) | 1.2807 | 0.658 | 0.6227 | 1.0428 | 0.5208 | 0.7367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18346 | -13395 | -11370 | -41851 | -28780 | -26407 |
Profit Factor | 2.1552 | 2.0412 | 2.3064 | 1.7664 | 1.527 | 2.0801 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 36 | 34 | 38 | 36 | 34 | 38 |
Ratio Avg Win / Avg Loss | 3.8315 | 3.9623 | 3.7631 | 3.1403 | 2.9642 | 3.3939 |
Largest Winning Trade | 60825 | 60825 | 20987 | 72745 | 72745 | 42690 |
Largest Losing Trade | -4725 | -4725 | -3694 | -10803 | -10803 | -7733 |
Avg Bars in Trades | 245 | 221 | 270 | 245 | 221 | 270 |
Avg Bars in Winners | 504 | 491 | 515 | 504 | 491 | 515 |
Avg Bars in Losers | 100 | 81 | 121 | 100 | 81 | 121 |
Bars Traded | 24591 | 11052 | 13538 | 24591 | 11052 | 13538 |
Profit Streak | 2.3963 | 0 | 4.3199 | 2.3963 | 0 | 4.3199 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313470 | -173390 | -171286 | 269025 | -176147 | -169963 |
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{ "first_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } } }
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# | 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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