Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825298.9102 | 723675.1418 | 101623.7684 | 4818578.7205 | 5583480.0562 | -764901.3356 |
Total P&L (%) | 825.2989 | 723.6751 | 101.6238 | 4818.5787 | 5583.4801 | -764.9013 |
Avg Daily Profit (%) | 0.3301 | 0.2894 | 0.0406 | 0.1559 | 0.1617 | 0 |
Buy And Hold Return (%) | 874.294 | 874.294 | 874.294 | 874.294 | 874.294 | 874.294 |
Max Trade Drawdown | -77151 | -74684 | -66949 | -1624225 | -490804 | -1767906 |
Profit Factor | 3.5619 | 5.7559 | 1.5978 | 2.4496 | 7.981 | 0.697 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 62.069 | 68.9655 | 55.1724 | 62.069 | 68.9655 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.1767 | 2.5901 | 1.2983 | 1.497 | 3.5915 | 0.5663 |
Largest Winning Trade | 379728 | 379728 | 41796 | 4290756 | 4290756 | 743600 |
Largest Losing Trade | -66949 | -42853 | -66949 | -1342988 | -216594 | -1342988 |
Avg Bars in Trades | 77 | 105 | 49 | 77 | 105 | 49 |
Avg Bars in Winners | 98 | 115 | 75 | 98 | 115 | 75 |
Avg Bars in Losers | 43 | 82 | 16 | 43 | 82 | 16 |
Bars Traded | 4483 | 3060 | 1423 | 4483 | 3060 | 1423 |
Profit Streak | 55.3858 | 57.3858 | 0 | 55.3858 | 57.3858 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -327261 | -145662 | -301876 | -167148 | 676586 | -580162 |
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{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 201, "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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