Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417266.4042 | 336862.9825 | 80403.4217 | -283631.4703 | -181160.4179 | -102471.0524 |
Total P&L (%) | 417.2664 | 336.863 | 80.4034 | -283.6315 | -181.1604 | -102.4711 |
Avg Daily Profit (%) | 0.2245 | 0.1813 | 0.0433 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158816 | -27035 | -177658 | -558801 | -300387 | -359351 |
Profit Factor | 1.9101 | 3.9043 | 1.2347 | 0.6955 | 0.6171 | 0.7764 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 22 | 17 | 32 | 15 | 17 |
Losing Trades | 32 | 14 | 18 | 39 | 21 | 18 |
Profitability (%) | 54.9296 | 61.1111 | 48.5714 | 45.0704 | 41.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.5672 | 2.4846 | 1.3074 | 0.8477 | 0.864 | 0.8221 |
Largest Winning Trade | 89837 | 89837 | 74510 | 92617 | 78006 | 92617 |
Largest Losing Trade | -109141 | -27035 | -109141 | -185846 | -185846 | -178489 |
Avg Bars in Trades | 98 | 71 | 126 | 98 | 71 | 126 |
Avg Bars in Winners | 108 | 68 | 160 | 78 | 66 | 88 |
Avg Bars in Losers | 86 | 75 | 94 | 115 | 74 | 162 |
Bars Traded | 6994 | 2565 | 4429 | 6994 | 2565 | 4429 |
Profit Streak | 0 | 0 | 0 | 117.664 | 117.664 | 419.164 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78903 | 572068 | -135995 | -673014 | -583456 | -579985 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 139, "offset": 0 } } }
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# | 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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