Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619895.9259 | 1544402.2362 | 75493.6898 | 49882670.5059 | 69174660.6274 | -19291990.1214 |
Total P&L (%) | 1619.8959 | 1544.4022 | 75.4937 | 49882.6705 | 69174.6606 | -19291.9901 |
Avg Daily Profit (%) | 0.8694 | 0.8289 | 0.0405 | 0.3341 | 0.3517 | 0 |
Buy And Hold Return (%) | 7647.4223 | 7647.4223 | 7647.4223 | 7647.4223 | 7647.4223 | 7647.4223 |
Max Trade Drawdown | -69531 | -35375 | -99377 | -36851583 | -12770149 | -36889292 |
Profit Factor | 5.429 | 10.2048 | 1.3813 | 1.6634 | 3.1392 | 0.5498 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 56.4516 | 61.2903 | 51.6129 | 56.4516 | 61.2903 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.1881 | 6.4452 | 1.295 | 1.2832 | 1.9826 | 0.5155 |
Largest Winning Trade | 810092 | 810092 | 62093 | 49450663 | 49450663 | 9578502 |
Largest Losing Trade | -32891 | -32620 | -32891 | -13150700 | -12770149 | -13150700 |
Avg Bars in Trades | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Winners | 136 | 127 | 146 | 136 | 127 | 146 |
Avg Bars in Losers | 79 | 86 | 74 | 79 | 86 | 74 |
Bars Traded | 6919 | 3459 | 3460 | 6919 | 3459 | 3460 |
Profit Streak | 0 | 226.5475 | 0 | 0 | 226.5475 | 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 | -302105 | -141661 | -303811 | -146758 | 638272 | -580608 |
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{ "first_band": { "type": "midprice", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 24, "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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