Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099566.4741 | 888837.5075 | 210728.9665 | 59258588.2362 | 53164555.8266 | 6094032.4097 |
Total P&L (%) | 1099.5665 | 888.8375 | 210.729 | 59258.5882 | 53164.5558 | 6094.0324 |
Avg Daily Profit (%) | 0.4397 | 0.3555 | 0.0843 | 0.2557 | 0.2514 | 0.1652 |
Buy And Hold Return (%) | 911.7572 | 911.7572 | 911.7572 | 911.7572 | 911.7572 | 911.7572 |
Max Trade Drawdown | -82542 | -87329 | -62420 | -2672778 | -2030129 | -1521632 |
Profit Factor | 4.5415 | 6.422 | 2.4379 | 9.1832 | 16.9577 | 2.5586 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 69.1176 | 64.7059 | 73.5294 | 69.1176 | 64.7059 | 73.5294 |
Ratio Avg Win / Avg Loss | 2.0292 | 3.5029 | 0.8777 | 4.1032 | 9.2497 | 0.9211 |
Largest Winning Trade | 360908 | 360908 | 47733 | 29063091 | 29063091 | 1817000 |
Largest Losing Trade | -62420 | -42316 | -62420 | -1521632 | -1151145 | -1521632 |
Avg Bars in Trades | 67 | 86 | 48 | 67 | 86 | 48 |
Avg Bars in Winners | 79 | 100 | 61 | 79 | 100 | 61 |
Avg Bars in Losers | 41 | 61 | 14 | 41 | 61 | 14 |
Bars Traded | 4601 | 2940 | 1661 | 4601 | 2940 | 1661 |
Profit Streak | 536.1681 | 536.1681 | 552.1681 | 536.1681 | 536.1681 | 552.1681 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -193748 | -144641 | -239965 | -92558 | 728868 | 504503 |
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{ "first_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "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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