Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952114.2158 | 1184466.9584 | -232352.7426 | -919700.8044 | 103946.048 | -1023646.8524 |
Total P&L (%) | 952.1142 | 1184.467 | -232.3527 | -919.7008 | 103.946 | -1023.6469 |
Avg Daily Profit (%) | 0.5044 | 0.6275 | -0.1231 | 0 | 0.0378 | 0 |
Buy And Hold Return (%) | 363.7444 | 363.7444 | 363.7444 | 363.7444 | 363.7444 | 363.7444 |
Max Trade Drawdown | -329632 | -59272 | -341148 | -4264048 | -1708220 | -2691249 |
Profit Factor | 2.1725 | 5.5822 | 0.5803 | 0.8787 | 1.0317 | 0.7622 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 15 | 19 | 36 | 22 | 14 |
Losing Trades | 40 | 22 | 18 | 38 | 15 | 23 |
Profitability (%) | 45.9459 | 40.5405 | 51.3514 | 48.6486 | 59.4595 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.5558 | 8.1872 | 0.5497 | 0.9275 | 0.7035 | 1.2522 |
Largest Winning Trade | 1183272 | 1183272 | 58000 | 1107587 | 509047 | 1107587 |
Largest Losing Trade | -280650 | -45768 | -280650 | -1635136 | -1635136 | -713875 |
Avg Bars in Trades | 97 | 98 | 95 | 97 | 98 | 95 |
Avg Bars in Winners | 137 | 141 | 134 | 83 | 91 | 72 |
Avg Bars in Losers | 62 | 69 | 54 | 109 | 109 | 110 |
Bars Traded | 7198 | 3654 | 3544 | 7198 | 3654 | 3544 |
Profit Streak | 0 | 34.029 | 0 | 3.279 | 0 | 189.529 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59032 | 500358 | -580597 | -650965 | -494284 | -582450 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 203 } }, "second_band": { "type": "rma", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 203 } }, "second_band": { "type": "rma", "factors": { "length": 163, "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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