Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238386.1243 | 351502.907 | -113116.7827 | 5777659.9154 | 1177650.749 | 4600009.1665 |
Total P&L (%) | 238.3861 | 351.5029 | -113.1168 | 5777.6599 | 1177.6507 | 4600.0092 |
Avg Daily Profit (%) | 0.0954 | 0.1406 | -0.0452 | 0.1631 | 0.102 | 0.1541 |
Buy And Hold Return (%) | 642.1181 | 642.1181 | 642.1181 | 642.1181 | 642.1181 | 642.1181 |
Max Trade Drawdown | -235000 | -43813 | -235000 | -2621951 | -1127900 | -1604993 |
Profit Factor | 1.4607 | 4.1611 | 0.7216 | 2.954 | 1.9273 | 3.7269 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 56 | 27 | 29 | 32 | 18 | 14 |
Losing Trades | 18 | 10 | 8 | 42 | 19 | 23 |
Profitability (%) | 75.6757 | 72.973 | 78.3784 | 43.2432 | 48.6486 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.4695 | 1.5411 | 0.1991 | 3.8771 | 2.0344 | 6.1228 |
Largest Winning Trade | 94220 | 94220 | 31868 | 4864448 | 1159481 | 4864448 |
Largest Losing Trade | -235000 | -40556 | -235000 | -723890 | -215580 | -723890 |
Avg Bars in Trades | 128 | 137 | 120 | 128 | 137 | 120 |
Avg Bars in Winners | 102 | 96 | 108 | 121 | 127 | 113 |
Avg Bars in Losers | 209 | 246 | 164 | 134 | 146 | 124 |
Bars Traded | 9529 | 5072 | 4457 | 9529 | 5072 | 4457 |
Profit Streak | 205.414 | 933.164 | 205.414 | 314.914 | 314.914 | 340.164 |
Trades During Streak | 5 | 14 | 2 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -295806 | -159482 | -576117 | -56633 | -59957 | 400560 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 151, "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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