Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638272.1427 | 619918.3869 | 18353.7557 | 343447.06 | 179801.3182 | 163645.7418 |
Total P&L (%) | 638.2721 | 619.9184 | 18.3538 | 343.4471 | 179.8013 | 163.6457 |
Avg Daily Profit (%) | 0.2541 | 0.2468 | 0.0073 | 0.0593 | 0.041 | 0.0386 |
Buy And Hold Return (%) | 227.1325 | 227.1325 | 227.1325 | 227.1325 | 227.1325 | 227.1325 |
Max Trade Drawdown | -134849 | -86039 | -98929 | -1097140 | -749400 | -444173 |
Profit Factor | 1.8764 | 2.4752 | 1.0596 | 1.0925 | 1.0773 | 1.1179 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 54.3689 | 51.9231 | 56.8627 | 54.3689 | 51.9231 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.5749 | 2.2918 | 0.8038 | 0.9169 | 0.9975 | 0.8481 |
Largest Winning Trade | 367220 | 367220 | 32010 | 582164 | 582164 | 324014 |
Largest Losing Trade | -53713 | -53713 | -50989 | -422821 | -422821 | -327457 |
Avg Bars in Trades | 95 | 134 | 54 | 95 | 134 | 54 |
Avg Bars in Winners | 120 | 170 | 74 | 120 | 170 | 74 |
Avg Bars in Losers | 64 | 96 | 28 | 64 | 96 | 28 |
Bars Traded | 9790 | 6995 | 2795 | 9790 | 6995 | 2795 |
Profit Streak | 0 | 0 | 85.1422 | 0 | 0 | 85.1422 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346403 | -170002 | -684102 | -243489 | -620910 | -578233 |
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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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