Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062007.4842 | 966300.526 | 95706.9582 | 6050418.3379 | 5194762.3711 | 855655.9667 |
Total P&L (%) | 1062.0075 | 966.3005 | 95.707 | 6050.4183 | 5194.7624 | 855.656 |
Avg Daily Profit (%) | 0.4247 | 0.3865 | 0.0383 | 0.1649 | 0.1589 | 0.0903 |
Buy And Hold Return (%) | 721.2757 | 721.2757 | 721.2757 | 721.2757 | 721.2757 | 721.2757 |
Max Trade Drawdown | -100082 | -80738 | -62932 | -1557498 | -866934 | -950674 |
Profit Factor | 3.5767 | 4.9466 | 1.572 | 2.6485 | 3.3998 | 1.5683 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 58.4416 | 57.8947 | 58.9744 | 58.4416 | 57.8947 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.5435 | 3.5976 | 1.0936 | 1.8834 | 2.4726 | 1.091 |
Largest Winning Trade | 467132 | 467132 | 39026 | 3371144 | 3371144 | 550254 |
Largest Losing Trade | -57308 | -57308 | -43290 | -601508 | -534856 | -601508 |
Avg Bars in Trades | 92 | 126 | 59 | 92 | 126 | 59 |
Avg Bars in Winners | 105 | 134 | 78 | 105 | 134 | 78 |
Avg Bars in Losers | 73 | 115 | 30 | 73 | 115 | 30 |
Bars Traded | 7096 | 4795 | 2301 | 7096 | 4795 | 2301 |
Profit Streak | 88.6768 | 126.3435 | 88.6768 | 88.6768 | 126.3435 | 88.6768 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46043 | -41099 | -304058 | -31156 | 568467 | -176314 |
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{ "first_band": { "type": "rma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 191, "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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