Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426344.6306 | 291539.1698 | 134805.4608 | 330685.3684 | 173026.9017 | 157658.4667 |
Total P&L (%) | 426.3446 | 291.5392 | 134.8055 | 330.6854 | 173.0269 | 157.6585 |
Avg Daily Profit (%) | 0.4173 | 0.2854 | 0.1319 | 0.143 | 0.0984 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88370 | -94457 | -70160 | -197080 | -195383 | -77797 |
Profit Factor | 1.446 | 1.541 | 1.3232 | 1.2613 | 1.211 | 1.3538 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Profitability (%) | 50.996 | 47.2 | 54.7619 | 50.996 | 47.2 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.3895 | 1.7238 | 1.0931 | 1.212 | 1.3547 | 1.1183 |
Largest Winning Trade | 177577 | 177577 | 31533 | 263947 | 263947 | 48173 |
Largest Losing Trade | -36888 | -36888 | -33765 | -149569 | -149569 | -32283 |
Avg Bars in Trades | 96 | 121 | 71 | 96 | 121 | 71 |
Avg Bars in Winners | 100 | 112 | 91 | 100 | 112 | 91 |
Avg Bars in Losers | 91 | 129 | 47 | 91 | 129 | 47 |
Bars Traded | 24136 | 15155 | 8981 | 24136 | 15155 | 8981 |
Profit Streak | 6.8123 | 0 | 6.8956 | 6.8123 | 0 | 6.8956 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452987 | 349451 | -15569 | -128 | -63433 | -67734 |
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{ "first_band": { "type": "rma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 231, "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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