Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477625.0487 | 423594.9156 | 54030.1332 | 159367.0025 | 244141.3033 | -84774.3008 |
Total P&L (%) | 477.625 | 423.5949 | 54.0301 | 159.367 | 244.1413 | -84.7743 |
Avg Daily Profit (%) | 0.2293 | 0.2033 | 0.0259 | 0.0458 | 0.0593 | -0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106487 | -151646 | -138054 | -375071 | -313224 | -411050 |
Profit Factor | 1.2905 | 1.5373 | 1.0631 | 1.0445 | 1.1376 | 0.9531 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 210 | 103 | 107 | 210 | 103 | 107 |
Losing Trades | 274 | 139 | 135 | 274 | 139 | 135 |
Profitability (%) | 43.3884 | 42.562 | 44.2149 | 43.3884 | 42.562 | 44.2149 |
Ratio Avg Win / Avg Loss | 1.6838 | 2.0745 | 1.3413 | 1.3628 | 1.5353 | 1.2025 |
Largest Winning Trade | 186167 | 186167 | 58988 | 158478 | 158478 | 85600 |
Largest Losing Trade | -29999 | -26482 | -29999 | -100214 | -99885 | -100214 |
Avg Bars in Trades | 51 | 56 | 45 | 51 | 56 | 45 |
Avg Bars in Winners | 65 | 73 | 57 | 65 | 73 | 57 |
Avg Bars in Losers | 40 | 44 | 36 | 40 | 44 | 36 |
Bars Traded | 24739 | 13686 | 11053 | 24739 | 13686 | 11053 |
Profit Streak | 15.2881 | 15.7881 | 0 | 15.2881 | 15.7881 | 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 | 343796 | 312916 | -311912 | -302813 | -183300 | -580650 |
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{ "first_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 129, "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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