Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2604527.2597 | 2807315.5833 | -202788.3236 | -71543.0814 | 102534.2236 | -174077.305 |
Total P&L (%) | 2604.5273 | 2807.3156 | -202.7883 | -71.5431 | 102.5342 | -174.0773 |
Avg Daily Profit (%) | 1.3265 | 1.4298 | -0.1033 | -0.064 | 0.0359 | 0 |
Buy And Hold Return (%) | 1553.159 | 1553.159 | 1553.159 | 1553.159 | 1553.159 | 1553.159 |
Max Trade Drawdown | -199179 | -77950 | -249373 | -150406 | -41599 | -176012 |
Profit Factor | 4.9373 | 11.5056 | 0.4857 | 0.8226 | 1.7213 | 0.3336 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 39.1892 | 40.5405 | 37.8378 | 39.1892 | 40.5405 | 37.8378 |
Ratio Avg Win / Avg Loss | 7.6613 | 16.8748 | 0.7979 | 1.2765 | 2.5246 | 0.5481 |
Largest Winning Trade | 2843624 | 2843624 | 46850 | 163745 | 163745 | 23801 |
Largest Losing Trade | -74609 | -49927 | -74609 | -89523 | -38957 | -89523 |
Avg Bars in Trades | 101 | 97 | 105 | 101 | 97 | 105 |
Avg Bars in Winners | 127 | 78 | 180 | 127 | 78 | 180 |
Avg Bars in Losers | 84 | 110 | 59 | 84 | 110 | 59 |
Bars Traded | 7505 | 3615 | 3890 | 7505 | 3615 | 3890 |
Profit Streak | 521.097 | 521.097 | 525.847 | 521.097 | 521.097 | 525.847 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59692 | 395259 | -584918 | -651133 | -310478 | -584918 |
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{ "first_band": { "type": "rma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 125, "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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