Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356393.1419 | 1270471.0292 | 85922.1127 | 1727129.8369 | 4575416.2046 | -2848286.3677 |
Total P&L (%) | 1356.3931 | 1270.471 | 85.9221 | 1727.1298 | 4575.4162 | -2848.2864 |
Avg Daily Profit (%) | 0.6511 | 0.6098 | 0.0412 | 0.1396 | 0.1847 | 0 |
Buy And Hold Return (%) | 67.4107 | 67.4107 | 67.4107 | 67.4107 | 67.4107 | 67.4107 |
Max Trade Drawdown | -153651 | -104982 | -87417 | -9683020 | -6394900 | -4485711 |
Profit Factor | 3.1045 | 4.8318 | 1.2745 | 1.0671 | 1.3485 | 0.7738 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 36.0825 | 33.3333 | 38.7755 | 36.0825 | 33.3333 | 38.7755 |
Ratio Avg Win / Avg Loss | 5.4994 | 9.6635 | 2.0124 | 1.8904 | 2.6969 | 1.2218 |
Largest Winning Trade | 845873 | 845873 | 63165 | 4500651 | 4500651 | 1948672 |
Largest Losing Trade | -47750 | -47750 | -25476 | -2679859 | -2679859 | -1234666 |
Avg Bars in Trades | 253 | 214 | 291 | 253 | 214 | 291 |
Avg Bars in Winners | 545 | 475 | 603 | 545 | 475 | 603 |
Avg Bars in Losers | 88 | 84 | 94 | 88 | 84 | 94 |
Bars Traded | 24598 | 10304 | 14294 | 24598 | 10304 | 14294 |
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 | 456148 | 461496 | -221389 | -157025 | 108199 | -583380 |
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{ "first_band": { "type": "rma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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