Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -138458.3455 | 113075.6956 | -251534.041 | -132995.5271 | 826224.1323 | -959219.6594 |
Total P&L (%) | -138.4583 | 113.0757 | -251.534 | -132.9955 | 826.2241 | -959.2197 |
Avg Daily Profit (%) | -0.0981 | 0.0801 | -0.1781 | 0 | 0.1578 | 0 |
Buy And Hold Return (%) | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 |
Max Trade Drawdown | -322902 | -86084 | -340270 | -1283811 | -386832 | -1514229 |
Profit Factor | 0.8172 | 1.6398 | 0.5668 | 0.9549 | 2.1442 | 0.5695 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 150 | 72 | 78 | 78 | 39 | 39 |
Losing Trades | 29 | 17 | 12 | 101 | 50 | 51 |
Profitability (%) | 83.7989 | 80.8989 | 86.6667 | 43.5754 | 43.8202 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.158 | 0.3872 | 0.0872 | 1.2365 | 2.7489 | 0.7447 |
Largest Winning Trade | 18168 | 18168 | 17828 | 741994 | 552074 | 741994 |
Largest Losing Trade | -221649 | -59454 | -221649 | -787395 | -104748 | -787395 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 10 | 12 | 8 | 33 | 44 | 21 |
Avg Bars in Losers | 132 | 119 | 149 | 27 | 23 | 31 |
Bars Traded | 5361 | 2936 | 2425 | 5361 | 2936 | 2425 |
Profit Streak | 532.686 | 596.436 | 532.686 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573525 | -162936 | -574595 | -580394 | 325285 | -583406 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 119, "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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