Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205466.6658 | 10958.5548 | 194508.1111 | 177384.7741 | 53785.8011 | 123598.973 |
Total P&L (%) | 205.4667 | 10.9586 | 194.5081 | 177.3848 | 53.7858 | 123.599 |
Avg Daily Profit (%) | 0.1582 | 0.0084 | 0.1498 | 0.0786 | 0.0331 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67821 | -49700 | -44891 | -196967 | -51965 | -178416 |
Profit Factor | 1.5015 | 1.0464 | 2.1216 | 1.2963 | 1.2133 | 1.3566 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.287 | 0.8969 | 1.8185 | 1.1111 | 1.04 | 1.1628 |
Largest Winning Trade | 37509 | 34461 | 37509 | 101314 | 55854 | 101314 |
Largest Losing Trade | -43202 | -43202 | -35747 | -145644 | -43202 | -145644 |
Avg Bars in Trades | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Winners | 68 | 55 | 80 | 68 | 55 | 80 |
Avg Bars in Losers | 26 | 33 | 19 | 26 | 33 | 19 |
Bars Traded | 5083 | 2372 | 2711 | 5083 | 2372 | 2711 |
Profit Streak | 51.9803 | 51.9803 | 80.2303 | 51.9803 | 51.9803 | 80.2303 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387557 | -667686 | -167677 | -85777 | -329134 | -288332 |
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{ "first_band": { "type": "rma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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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