Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417529.1902 | 385227.4231 | 32301.767 | 26960.3556 | -286842.1588 | 313802.5144 |
Total P&L (%) | 417.5292 | 385.2274 | 32.3018 | 26.9604 | -286.8422 | 313.8025 |
Avg Daily Profit (%) | 0.2311 | 0.2132 | 0.0179 | 0.0132 | 0 | 0.0786 |
Buy And Hold Return (%) | 57.3621 | 57.3621 | 57.3621 | 57.3621 | 57.3621 | 57.3621 |
Max Trade Drawdown | -322939 | -67201 | -370165 | -9332150 | -3993690 | -7780810 |
Profit Factor | 1.1886 | 1.393 | 1.0262 | 1.0009 | 0.9814 | 1.0198 |
Total Trades | 822 | 411 | 411 | 822 | 411 | 411 |
Winning Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Losing Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Profitability (%) | 61.5572 | 61.5572 | 61.5572 | 61.5572 | 61.5572 | 61.5572 |
Ratio Avg Win / Avg Loss | 0.7423 | 0.8699 | 0.6409 | 0.625 | 0.6129 | 0.6369 |
Largest Winning Trade | 50282 | 50282 | 27067 | 1047823 | 1047823 | 858341 |
Largest Losing Trade | -57868 | -34285 | -57868 | -1952714 | -1848081 | -1952714 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3410 | 1695 | 1714 | 3410 | 1695 | 1714 |
Profit Streak | 1.2712 | 7.2712 | 0 | 1.2712 | 7.2712 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3022 | 412712 | -524757 | -558431 | -575843 | -285998 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 201, "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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