Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2114089.109 | 2170608.6164 | -56519.5074 | -92231.8943 | -54743.861 | -37488.0333 |
Total P&L (%) | 2114.0891 | 2170.6086 | -56.5195 | -92.2319 | -54.7439 | -37.488 |
Avg Daily Profit (%) | 0.9094 | 0.9337 | -0.0243 | -0.1099 | -0.0341 | -0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226623 | -148287 | -239359 | -99500 | -58794 | -66135 |
Profit Factor | 3.2282 | 4.875 | 0.8546 | 0.6513 | 0.6733 | 0.6133 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.7143 | 39.6226 | 51.9231 | 45.7143 | 39.6226 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.8335 | 7.4285 | 0.7913 | 0.7734 | 1.026 | 0.5678 |
Largest Winning Trade | 2380026 | 2380026 | 58301 | 74215 | 74215 | 27209 |
Largest Losing Trade | -67539 | -62792 | -67539 | -49696 | -30960 | -49696 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 122 | 155 | 96 | 122 | 155 | 96 |
Avg Bars in Losers | 58 | 47 | 71 | 58 | 47 | 71 |
Bars Traded | 9180 | 4792 | 4388 | 9180 | 4792 | 4388 |
Profit Streak | 0 | 0 | 81.4626 | 0 | 0 | 81.4626 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649585 | -163105 | -759171 | -582165 | -763202 | -759171 |
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{ "first_band": { "type": "rma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 115, "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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