Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76798.9043 | 5028.8351 | 71770.0692 | 84869.0638 | 8805.5043 | 76063.5595 |
Total P&L (%) | 76.7989 | 5.0288 | 71.7701 | 84.8691 | 8.8055 | 76.0636 |
Avg Daily Profit (%) | 0.2949 | 0.0193 | 0.2756 | 0.2362 | 0.0324 | 0.2175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26476 | -31980 | -19268 | -35171 | -35275 | -35171 |
Profit Factor | 1.5257 | 1.0636 | 2.0704 | 1.3944 | 1.0834 | 1.6938 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 67.2269 | 61.0169 | 73.3333 | 67.2269 | 61.0169 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7438 | 0.6795 | 0.7529 | 0.6798 | 0.6922 | 0.6159 |
Largest Winning Trade | 13032 | 11948 | 13032 | 15175 | 12428 | 15175 |
Largest Losing Trade | -26476 | -26476 | -19268 | -35171 | -29229 | -35171 |
Avg Bars in Trades | 200 | 227 | 174 | 200 | 227 | 174 |
Avg Bars in Winners | 111 | 120 | 103 | 111 | 120 | 103 |
Avg Bars in Losers | 384 | 393 | 370 | 384 | 393 | 370 |
Bars Traded | 23882 | 13395 | 10487 | 23882 | 13395 | 10487 |
Profit Streak | 13.9372 | 13.9372 | 14.6768 | 13.9372 | 13.9372 | 14.6768 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399774 | -660141 | -156502 | 352847 | -620873 | -157725 |
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{ "first_band": { "type": "midprice", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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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