Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1224853.4294 | 26358.3865 | -1251211.8159 | 1354654.1732 | -6316549.1961 | 7671203.3693 |
Total P&L (%) | -1224.8534 | 26.3584 | -1251.2118 | 1354.6542 | -6316.5492 | 7671.2034 |
Avg Daily Profit (%) | -0.6483 | 0.014 | -0.6623 | 0.1418 | 0 | 0.2307 |
Buy And Hold Return (%) | 245.6615 | 245.6615 | 245.6615 | 245.6615 | 245.6615 | 245.6615 |
Max Trade Drawdown | -1396157 | -150445 | -1352261 | -10389977 | -9712745 | -3210286 |
Profit Factor | 0.3364 | 1.093 | 0.1992 | 1.0722 | 0.4682 | 2.1161 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 70.7071 | 68 | 73.4694 | 70.7071 | 68 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.1394 | 0.5144 | 0.0719 | 0.4442 | 0.2204 | 0.7642 |
Largest Winning Trade | 34234 | 33970 | 34234 | 6658023 | 1396531 | 6658023 |
Largest Losing Trade | -1107526 | -58154 | -1107526 | -6537009 | -6537009 | -2601207 |
Avg Bars in Trades | 224 | 259 | 188 | 224 | 259 | 188 |
Avg Bars in Winners | 98 | 117 | 80 | 122 | 138 | 107 |
Avg Bars in Losers | 528 | 560 | 489 | 469 | 514 | 413 |
Bars Traded | 22216 | 12957 | 9259 | 22216 | 12957 | 9259 |
Profit Streak | 47.1439 | 172.8106 | 47.1439 | 47.1439 | 172.8106 | 47.1439 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576134 | -636123 | -577080 | -142377 | -757033 | 476798 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 216, "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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