Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2006019.8549 | 1824418.5468 | 181601.3081 | 8707376.313 | -3327392.6583 | 12034768.9713 |
Total P&L (%) | 2006.0199 | 1824.4185 | 181.6013 | 8707.3763 | -3327.3927 | 12034.769 |
Avg Daily Profit (%) | 1.082 | 0.984 | 0.098 | 0.2418 | 0 | 0.2592 |
Buy And Hold Return (%) | 38.4403 | 38.4403 | 38.4403 | 38.4403 | 38.4403 | 38.4403 |
Max Trade Drawdown | -98300 | -81925 | -36102 | -20663411 | -15787503 | -6938658 |
Profit Factor | 7.9755 | 11.4797 | 2.6002 | 1.1912 | 0.8743 | 1.6315 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 43.4783 | 31.4286 | 55.8824 | 43.4783 | 31.4286 | 55.8824 |
Ratio Avg Win / Avg Loss | 10.3682 | 25.0465 | 2.0528 | 1.5486 | 1.9076 | 1.288 |
Largest Winning Trade | 1694840 | 1694840 | 61250 | 10201499 | 10201499 | 7855258 |
Largest Losing Trade | -28554 | -15543 | -28554 | -5577190 | -3891561 | -5577190 |
Avg Bars in Trades | 100 | 71 | 129 | 100 | 71 | 129 |
Avg Bars in Winners | 185 | 175 | 190 | 185 | 175 | 190 |
Avg Bars in Losers | 35 | 24 | 52 | 35 | 24 | 52 |
Bars Traded | 6927 | 2510 | 4417 | 6927 | 2510 | 4417 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86874 | 526395 | -58079 | -109500 | -585232 | 405598 |
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{ "first_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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