Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254948.3407 | 253428.1202 | 1520.2205 | 9198.4076 | 20647.118 | -11448.7104 |
Total P&L (%) | 254.9483 | 253.4281 | 1.5202 | 9.1984 | 20.6471 | -11.4487 |
Avg Daily Profit (%) | 0.1806 | 0.1795 | 0.0011 | 0.0062 | 0.0133 | -0.0086 |
Buy And Hold Return (%) | 36.1272 | 36.1272 | 36.1272 | 36.1272 | 36.1272 | 36.1272 |
Max Trade Drawdown | -176097 | -95373 | -168402 | -1186198 | -949916 | -1110726 |
Profit Factor | 1.1284 | 1.2636 | 1.0015 | 1.0011 | 1.0046 | 0.9972 |
Total Trades | 981 | 491 | 490 | 981 | 491 | 490 |
Winning Trades | 626 | 319 | 307 | 626 | 319 | 307 |
Losing Trades | 355 | 172 | 183 | 355 | 172 | 183 |
Profitability (%) | 63.8124 | 64.9695 | 62.6531 | 63.8124 | 64.9695 | 62.6531 |
Ratio Avg Win / Avg Loss | 0.6399 | 0.6813 | 0.597 | 0.5677 | 0.5417 | 0.5944 |
Largest Winning Trade | 24230 | 24157 | 24230 | 111616 | 104878 | 111616 |
Largest Losing Trade | -45245 | -45245 | -40637 | -300045 | -300045 | -252088 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4007 | 2028 | 1979 | 4007 | 2028 | 1979 |
Profit Streak | 0 | 0 | 461.4327 | 0 | 0 | 461.4327 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65930 | 355278 | -573201 | -563680 | -553763 | -576270 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 223, "offset": 0 } } }
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# | 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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