Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582154.6234 | 444100.9678 | 138053.6556 | 5193608.5403 | 12476598.3183 | -7282989.778 |
Total P&L (%) | 582.1546 | 444.101 | 138.0537 | 5193.6085 | 12476.5983 | -7282.9898 |
Avg Daily Profit (%) | 0.4123 | 0.3146 | 0.0978 | 0.2815 | 0.343 | 0 |
Buy And Hold Return (%) | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 |
Max Trade Drawdown | -150464 | -67126 | -128385 | -29721774 | -16845201 | -16717179 |
Profit Factor | 2.6678 | 3.9248 | 1.7 | 1.1111 | 1.588 | 0.7148 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 64 | 65.7895 | 62.1622 | 64 | 65.7895 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.5006 | 2.0409 | 1.0348 | 0.625 | 0.8258 | 0.4351 |
Largest Winning Trade | 86966 | 86966 | 58020 | 12411371 | 12411371 | 3751814 |
Largest Losing Trade | -41978 | -31733 | -41978 | -11045333 | -11045333 | -6482182 |
Avg Bars in Trades | 106 | 74 | 138 | 106 | 74 | 138 |
Avg Bars in Winners | 115 | 66 | 168 | 115 | 66 | 168 |
Avg Bars in Losers | 89 | 88 | 90 | 89 | 88 | 90 |
Bars Traded | 7956 | 2818 | 5138 | 7956 | 2818 | 5138 |
Profit Streak | 0 | 0 | 584.376 | 0 | 0 | 584.376 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44243 | 620692 | -65189 | -150444 | 413892 | -578612 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 69, "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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