Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423975.2058 | 524793.6839 | -100818.4781 | -59828.8359 | 111626.6411 | -171455.477 |
Total P&L (%) | 423.9752 | 524.7937 | -100.8185 | -59.8288 | 111.6266 | -171.4555 |
Avg Daily Profit (%) | 0.2256 | 0.2792 | -0.0536 | -0.0485 | 0.0399 | 0 |
Buy And Hold Return (%) | 169.7473 | 169.7473 | 169.7473 | 169.7473 | 169.7473 | 169.7473 |
Max Trade Drawdown | -274062 | -173049 | -126003 | -420343 | -206583 | -222366 |
Profit Factor | 1.8899 | 3.0238 | 0.5356 | 0.8893 | 1.4455 | 0.4084 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 43.1034 | 44.8276 | 41.3793 | 43.1034 | 44.8276 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.4947 | 3.7216 | 0.7588 | 1.1739 | 1.7791 | 0.5786 |
Largest Winning Trade | 463528 | 463528 | 24216 | 299610 | 299610 | 70363 |
Largest Losing Trade | -46800 | -37788 | -46800 | -181289 | -68278 | -181289 |
Avg Bars in Trades | 188 | 214 | 162 | 188 | 214 | 162 |
Avg Bars in Winners | 238 | 342 | 126 | 238 | 342 | 126 |
Avg Bars in Losers | 150 | 110 | 188 | 150 | 110 | 188 |
Bars Traded | 10931 | 6212 | 4719 | 10931 | 6212 | 4719 |
Profit Streak | 36.768 | 271.6013 | 0 | 36.768 | 271.6013 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173781 | 387596 | -584185 | -760749 | -304007 | -584185 |
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{ "first_band": { "type": "rma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 150, "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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