Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135789.5663 | 102967.1771 | 32822.3892 | 61231.0309 | 76825.6419 | -15594.6109 |
Total P&L (%) | 135.7896 | 102.9672 | 32.8224 | 61.231 | 76.8256 | -15.5946 |
Avg Daily Profit (%) | 0.2607 | 0.1977 | 0.063 | 0.0918 | 0.1095 | -0.0325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105588 | -67433 | -54226 | -82731 | -36445 | -70009 |
Profit Factor | 1.2511 | 1.4303 | 1.1089 | 1.1291 | 1.3962 | 0.9444 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 77.6812 | 77.907 | 77.4566 | 77.6812 | 77.907 | 77.4566 |
Ratio Avg Win / Avg Loss | 0.3595 | 0.4056 | 0.3227 | 0.3244 | 0.3959 | 0.2749 |
Largest Winning Trade | 8535 | 8111 | 8535 | 7387 | 7387 | 7297 |
Largest Losing Trade | -54226 | -34277 | -54226 | -56158 | -22717 | -56158 |
Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 208 | 213 | 204 | 208 | 213 | 204 |
Bars Traded | 24266 | 12306 | 11960 | 24266 | 12306 | 11960 |
Profit Streak | 11.5138 | 22.4096 | 11.5138 | 11.5138 | 22.4096 | 11.5138 |
Trades During Streak | 12 | 11 | 6 | 12 | 11 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463133 | 429606 | -209098 | -144674 | -42684 | -575791 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 152, "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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