Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699672.9389 | 768797.0811 | -69124.1422 | 5937.4957 | 670153.9016 | -664216.4059 |
Total P&L (%) | 699.6729 | 768.7971 | -69.1241 | 5.9375 | 670.1539 | -664.2164 |
Avg Daily Profit (%) | 0.336 | 0.3691 | -0.0332 | 0.0028 | 0.0981 | 0 |
Buy And Hold Return (%) | 197.5904 | 197.5904 | 197.5904 | 197.5904 | 197.5904 | 197.5904 |
Max Trade Drawdown | -168780 | -120568 | -152334 | -1828686 | -1107129 | -812775 |
Profit Factor | 1.8326 | 2.9426 | 0.8445 | 1.0015 | 1.34 | 0.6866 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 41.5584 | 42.8571 | 40.2597 | 41.5584 | 42.8571 | 40.2597 |
Ratio Avg Win / Avg Loss | 2.5772 | 3.9234 | 1.2531 | 1.4083 | 1.7866 | 1.0189 |
Largest Winning Trade | 523328 | 523328 | 49686 | 1449601 | 1449601 | 232673 |
Largest Losing Trade | -46064 | -46064 | -43119 | -504382 | -411548 | -504382 |
Avg Bars in Trades | 158 | 170 | 147 | 158 | 170 | 147 |
Avg Bars in Winners | 223 | 219 | 228 | 223 | 219 | 228 |
Avg Bars in Losers | 112 | 134 | 92 | 112 | 134 | 92 |
Bars Traded | 24483 | 13144 | 11339 | 24483 | 13144 | 11339 |
Profit Streak | 15.3274 | 15.3274 | 17.9107 | 15.3274 | 15.3274 | 17.9107 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311129 | -31369 | -623790 | -575226 | -107109 | -623790 |
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{ "first_band": { "type": "rma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "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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