Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378019.0595 | 331799.7221 | 46219.3375 | 61326.4148 | 636483.6095 | -575157.1947 |
Total P&L (%) | 378.0191 | 331.7997 | 46.2193 | 61.3264 | 636.4836 | -575.1572 |
Avg Daily Profit (%) | 0.2039 | 0.179 | 0.0249 | 0.0258 | 0.1078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143483 | -70355 | -136900 | -729956 | -259549 | -733906 |
Profit Factor | 1.3865 | 1.7527 | 1.086 | 1.0171 | 1.4202 | 0.7227 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 48.0392 | 44.1176 | 51.9608 | 48.0392 | 44.1176 | 51.9608 |
Ratio Avg Win / Avg Loss | 1.4997 | 2.2201 | 1.0041 | 1.1001 | 1.799 | 0.6682 |
Largest Winning Trade | 152453 | 152453 | 71119 | 367185 | 367185 | 257668 |
Largest Losing Trade | -54490 | -33150 | -54490 | -238223 | -142284 | -238223 |
Avg Bars in Trades | 107 | 113 | 101 | 107 | 113 | 101 |
Avg Bars in Winners | 154 | 173 | 137 | 154 | 173 | 137 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 21988 | 11626 | 10362 | 21988 | 11626 | 10362 |
Profit Streak | 0 | 0 | 8.674 | 0 | 0 | 8.674 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308611 | 294996 | -286469 | -360409 | -49349 | -580136 |
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 135, "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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