Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537680.5032 | 1528845.8517 | 8834.6515 | 14004965.2292 | 23314266.6716 | -9309301.4424 |
Total P&L (%) | 1537.6805 | 1528.8459 | 8.8347 | 14004.9652 | 23314.2667 | -9309.3014 |
Avg Daily Profit (%) | 0.8246 | 0.8198 | 0.0047 | 0.2657 | 0.293 | 0 |
Buy And Hold Return (%) | 8009.766 | 8009.766 | 8009.766 | 8009.766 | 8009.766 | 8009.766 |
Max Trade Drawdown | -83752 | -72895 | -97077 | -16155844 | -5648332 | -14576180 |
Profit Factor | 4.4153 | 7.6573 | 1.0401 | 1.3578 | 2.2122 | 0.5323 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 48.4848 | 57.5758 | 39.3939 | 48.4848 | 57.5758 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.6913 | 5.6422 | 1.6001 | 1.4427 | 1.63 | 0.8189 |
Largest Winning Trade | 809274 | 809274 | 61777 | 19632524 | 19632524 | 3039756 |
Largest Losing Trade | -55482 | -55482 | -23239 | -4872556 | -4872556 | -4205150 |
Avg Bars in Trades | 157 | 155 | 158 | 157 | 155 | 158 |
Avg Bars in Winners | 216 | 192 | 251 | 216 | 192 | 251 |
Avg Bars in Losers | 101 | 106 | 98 | 101 | 106 | 98 |
Bars Traded | 10384 | 5147 | 5237 | 10384 | 5147 | 5237 |
Profit Streak | 0 | 227.8691 | 0 | 0 | 227.8691 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -274313 | -142135 | -531775 | -128617 | 424170 | -584927 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 33, "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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