Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635896.8525 | 448209.0403 | 187687.8123 | -589864.7009 | 1841077.4069 | -2430942.1078 |
Total P&L (%) | 635.8969 | 448.209 | 187.6878 | -589.8647 | 1841.0774 | -2430.9421 |
Avg Daily Profit (%) | 0.3342 | 0.2356 | 0.0987 | 0 | 0.156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130666 | -60247 | -121299 | -3500853 | -798846 | -2805525 |
Profit Factor | 2.0291 | 2.5134 | 1.5833 | 0.8972 | 2.0152 | 0.3805 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 78 | 40 | 38 | 68 | 34 | 34 |
Losing Trades | 65 | 31 | 34 | 75 | 37 | 38 |
Profitability (%) | 54.5455 | 56.338 | 52.7778 | 47.5524 | 47.8873 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.6909 | 1.9479 | 1.4167 | 0.9896 | 2.193 | 0.4253 |
Largest Winning Trade | 189707 | 189707 | 57883 | 681191 | 681191 | 431871 |
Largest Losing Trade | -106438 | -49676 | -106438 | -2100521 | -630996 | -2100521 |
Avg Bars in Trades | 24 | 22 | 27 | 24 | 22 | 27 |
Avg Bars in Winners | 26 | 17 | 35 | 24 | 27 | 21 |
Avg Bars in Losers | 23 | 28 | 18 | 25 | 16 | 33 |
Bars Traded | 3566 | 1565 | 2001 | 3566 | 1565 | 2001 |
Profit Streak | 0 | 553.7178 | 0 | 498.7178 | 0 | 499.2178 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514331 | -71905 | -137996 | -580489 | -76010 | -660454 |
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 161 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 161 } } }
# | 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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