Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881812.9759 | 766280.143 | 115532.8328 | 6918720.6863 | 7153968.5644 | -235247.8781 |
Total P&L (%) | 881.813 | 766.2801 | 115.5328 | 6918.7207 | 7153.9686 | -235.2479 |
Avg Daily Profit (%) | 0.3527 | 0.3065 | 0.0462 | 0.1702 | 0.1715 | 0 |
Buy And Hold Return (%) | 899.5992 | 899.5992 | 899.5992 | 899.5992 | 899.5992 | 899.5992 |
Max Trade Drawdown | -72367 | -78962 | -72367 | -968831 | -811586 | -937155 |
Profit Factor | 3.2576 | 4.8049 | 1.6106 | 2.4763 | 4.2891 | 0.9063 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 60 | 60 | 60 | 60 | 60 | 60 |
Ratio Avg Win / Avg Loss | 2.1717 | 3.2033 | 1.0737 | 1.6509 | 2.8594 | 0.6042 |
Largest Winning Trade | 344985 | 344985 | 45237 | 4377373 | 4377373 | 261447 |
Largest Losing Trade | -72367 | -42360 | -72367 | -860736 | -572941 | -860736 |
Avg Bars in Trades | 98 | 128 | 68 | 98 | 128 | 68 |
Avg Bars in Winners | 103 | 119 | 88 | 103 | 119 | 88 |
Avg Bars in Losers | 91 | 142 | 39 | 91 | 142 | 39 |
Bars Traded | 6913 | 4514 | 2399 | 6913 | 4514 | 2399 |
Profit Streak | 115.7822 | 115.7822 | 207.1155 | 115.7822 | 115.7822 | 207.1155 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246453 | -147327 | -293158 | -83743 | 609048 | -578899 |
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{ "first_band": { "type": "rma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "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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