Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10002660.6148 | 10026967.0886 | -24306.4738 | 180069.981 | -191798.1494 | 371868.1303 |
Total P&L (%) | 10002.6606 | 10026.9671 | -24.3065 | 180.07 | -191.7981 | 371.8681 |
Avg Daily Profit (%) | 4.236 | 4.2463 | -0.0103 | 0.0436 | 0 | 0.0657 |
Buy And Hold Return (%) | 387.4965 | 387.4965 | 387.4965 | 387.4965 | 387.4965 | 387.4965 |
Max Trade Drawdown | -198539 | -122242 | -90287 | -4500038 | -4209691 | -2523115 |
Profit Factor | 19.0048 | 29.9972 | 0.8841 | 1.016 | 0.9721 | 1.0841 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 36.1111 | 45.7143 | 40.8451 | 36.1111 | 45.7143 |
Ratio Avg Win / Avg Loss | 27.5242 | 53.072 | 1.0499 | 1.4714 | 1.7198 | 1.2874 |
Largest Winning Trade | 10165163 | 10165163 | 50143 | 2869043 | 2869043 | 1157077 |
Largest Losing Trade | -73920 | -57895 | -73920 | -2474804 | -1432168 | -2474804 |
Avg Bars in Trades | 95 | 101 | 89 | 95 | 101 | 89 |
Avg Bars in Winners | 137 | 192 | 92 | 137 | 192 | 92 |
Avg Bars in Losers | 66 | 50 | 86 | 66 | 50 | 86 |
Bars Traded | 6803 | 3669 | 3134 | 6803 | 3669 | 3134 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70365 | 686472 | -580787 | -598240 | -583403 | -400658 |
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{ "first_band": { "type": "rma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "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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