Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619300.0818 | 499012.6108 | 120287.4709 | 4198831.0318 | 3779902.6954 | 418928.3364 |
Total P&L (%) | 619.3001 | 499.0126 | 120.2875 | 4198.831 | 3779.9027 | 418.9283 |
Avg Daily Profit (%) | 0.4387 | 0.3535 | 0.0852 | 0.2667 | 0.2595 | 0.1167 |
Buy And Hold Return (%) | 80.3004 | 80.3004 | 80.3004 | 80.3004 | 80.3004 | 80.3004 |
Max Trade Drawdown | -71639 | -46208 | -39642 | -1252833 | -877676 | -568251 |
Profit Factor | 2.7037 | 3.3542 | 1.7937 | 1.9534 | 2.3176 | 1.2729 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.988 | 47.619 | 46.3415 | 46.988 | 47.619 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.0503 | 3.6896 | 2.077 | 2.2039 | 2.5494 | 1.4739 |
Largest Winning Trade | 166594 | 166594 | 62236 | 2107246 | 2107246 | 421537 |
Largest Losing Trade | -36058 | -33282 | -36058 | -541134 | -541134 | -375157 |
Avg Bars in Trades | 96 | 87 | 106 | 96 | 87 | 106 |
Avg Bars in Winners | 154 | 148 | 161 | 154 | 148 | 161 |
Avg Bars in Losers | 45 | 32 | 58 | 45 | 32 | 58 |
Bars Traded | 8019 | 3670 | 4348 | 8019 | 3670 | 4348 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460322 | 501832 | -88045 | 355307 | 434752 | -39869 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 10, "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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