Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530162.6369 | 317980.414 | 212182.2229 | 806472.1921 | 490962.8455 | 315509.3466 |
Total P&L (%) | 530.1626 | 317.9804 | 212.1822 | 806.4722 | 490.9628 | 315.5093 |
Avg Daily Profit (%) | 0.3336 | 0.2001 | 0.1335 | 0.1388 | 0.1118 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69545 | -65158 | -69545 | -352579 | -128802 | -327041 |
Profit Factor | 2.3976 | 3.1695 | 1.9116 | 1.7469 | 2.2227 | 1.4652 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 75.8621 | 68.9655 | 82.7586 | 75.8621 | 68.9655 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.7629 | 1.4263 | 0.3982 | 0.5558 | 1.0002 | 0.3053 |
Largest Winning Trade | 84678 | 84678 | 52730 | 207733 | 207733 | 150735 |
Largest Losing Trade | -69545 | -65158 | -69545 | -327041 | -114898 | -327041 |
Avg Bars in Trades | 77 | 55 | 98 | 77 | 55 | 98 |
Avg Bars in Winners | 53 | 44 | 60 | 53 | 44 | 60 |
Avg Bars in Losers | 151 | 80 | 280 | 151 | 80 | 280 |
Bars Traded | 4479 | 1614 | 2865 | 4479 | 1614 | 2865 |
Profit Streak | 167.729 | 167.729 | 288.0623 | 167.729 | 167.729 | 288.0623 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163738 | 587712 | -8455 | -181501 | -36804 | -68340 |
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{ "first_band": { "type": "rma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 131 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 131 } } }
# | 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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