Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2003430.3904 | 1965581.552 | 37848.8384 | 1848051.9136 | 383301.3532 | 1464750.5604 |
Total P&L (%) | 2003.4304 | 1965.5816 | 37.8488 | 1848.0519 | 383.3014 | 1464.7506 |
Avg Daily Profit (%) | 1.0648 | 1.0447 | 0.0201 | 0.1579 | 0.0838 | 0.1463 |
Buy And Hold Return (%) | 267.2217 | 267.2217 | 267.2217 | 267.2217 | 267.2217 | 267.2217 |
Max Trade Drawdown | -131861 | -118032 | -87779 | -2510704 | -2842104 | -1054779 |
Profit Factor | 3.6677 | 5.9241 | 1.1076 | 1.1576 | 1.0585 | 1.2832 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 31.8182 | 27.2727 | 36.3636 | 31.8182 | 27.2727 | 36.3636 |
Ratio Avg Win / Avg Loss | 7.8593 | 15.7977 | 1.9383 | 2.4806 | 2.8226 | 2.2456 |
Largest Winning Trade | 1378927 | 1378927 | 59204 | 2081822 | 2081822 | 1375229 |
Largest Losing Trade | -26907 | -23624 | -26907 | -873633 | -873633 | -609139 |
Avg Bars in Trades | 169 | 140 | 197 | 169 | 140 | 197 |
Avg Bars in Winners | 357 | 296 | 404 | 357 | 296 | 404 |
Avg Bars in Losers | 80 | 82 | 79 | 80 | 82 | 79 |
Bars Traded | 22310 | 9282 | 13028 | 22310 | 9282 | 13028 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485741 | -122405 | -562605 | -45148 | -411080 | -127026 |
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{ "first_band": { "type": "rma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "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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