Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279700.4351 | 113194.476 | 166505.9591 | 459323.4107 | 267426.9724 | 191896.4383 |
Total P&L (%) | 279.7004 | 113.1945 | 166.506 | 459.3234 | 267.427 | 191.8964 |
Avg Daily Profit (%) | 0.2497 | 0.101 | 0.1486 | 0.1538 | 0.1162 | 0.0957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72096 | -25847 | -77985 | -290985 | -114785 | -309684 |
Profit Factor | 2.1233 | 2.3763 | 1.9985 | 1.4738 | 1.9637 | 1.2773 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 65.3333 | 60.5263 | 70.2703 | 65.3333 | 60.5263 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.1266 | 1.5497 | 0.8455 | 0.782 | 1.2807 | 0.5404 |
Largest Winning Trade | 41984 | 32461 | 41984 | 122758 | 109089 | 122758 |
Largest Losing Trade | -67310 | -19409 | -67310 | -266656 | -87060 | -266656 |
Avg Bars in Trades | 81 | 56 | 106 | 81 | 56 | 106 |
Avg Bars in Winners | 68 | 40 | 93 | 68 | 40 | 93 |
Avg Bars in Losers | 105 | 81 | 138 | 105 | 81 | 138 |
Bars Traded | 6092 | 2147 | 3945 | 6092 | 2147 | 3945 |
Profit Streak | 97.1157 | 185.2824 | 0 | 97.1157 | 185.2824 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47479 | -50828 | 324324 | -51747 | -32483 | -64344 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 98, "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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