Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406189.3181 | 1315954.1139 | 90235.2042 | 4271429.6542 | 2768733.1845 | 1502696.4696 |
Total P&L (%) | 1406.1893 | 1315.9541 | 90.2352 | 4271.4297 | 2768.7332 | 1502.6965 |
Avg Daily Profit (%) | 0.5621 | 0.526 | 0.0361 | 0.1511 | 0.1343 | 0.111 |
Buy And Hold Return (%) | 456.1039 | 456.1039 | 456.1039 | 456.1039 | 456.1039 | 456.1039 |
Max Trade Drawdown | -94402 | -62448 | -84310 | -6158582 | -4207927 | -3892025 |
Profit Factor | 3.4665 | 5.7022 | 1.3109 | 1.2327 | 1.2639 | 1.191 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 34.4 | 28.5714 | 40.3226 | 34.4 | 28.5714 | 40.3226 |
Ratio Avg Win / Avg Loss | 6.6106 | 14.2556 | 1.9401 | 2.3507 | 3.1597 | 1.7627 |
Largest Winning Trade | 939991 | 939991 | 56039 | 5149650 | 5149650 | 2044653 |
Largest Losing Trade | -56092 | -30540 | -56092 | -2228960 | -987186 | -2228960 |
Avg Bars in Trades | 118 | 105 | 131 | 118 | 105 | 131 |
Avg Bars in Winners | 266 | 263 | 268 | 266 | 263 | 268 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 14802 | 6625 | 8176 | 14802 | 6625 | 8176 |
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 | 323659 | -145111 | -467450 | 96057 | -174055 | -214798 |
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{ "first_band": { "type": "rma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 16, "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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