Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1771409.7349 | 1577590.666 | 193819.069 | 4797402.5492 | 3594684.5586 | 1202717.9906 |
Total P&L (%) | 1771.4097 | 1577.5907 | 193.8191 | 4797.4025 | 3594.6846 | 1202.718 |
Avg Daily Profit (%) | 0.7675 | 0.6835 | 0.084 | 0.1687 | 0.1565 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161922 | -131774 | -89474 | -11101003 | -8475075 | -6710886 |
Profit Factor | 3.2359 | 5.43 | 1.4444 | 1.1398 | 1.2136 | 1.0687 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 51.2 | 46.0317 | 56.4516 | 51.2 | 46.0317 | 56.4516 |
Ratio Avg Win / Avg Loss | 3.0842 | 6.3662 | 1.1143 | 1.0863 | 1.4228 | 0.8245 |
Largest Winning Trade | 1288269 | 1288269 | 83916 | 4841126 | 4070773 | 4841126 |
Largest Losing Trade | -60148 | -44002 | -60148 | -6089501 | -4744578 | -6089501 |
Avg Bars in Trades | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Winners | 49 | 38 | 57 | 49 | 38 | 57 |
Avg Bars in Losers | 23 | 13 | 35 | 23 | 13 | 35 |
Bars Traded | 4572 | 1602 | 2970 | 4572 | 1602 | 2970 |
Profit Streak | 0 | 0 | 12.6491 | 0 | 0 | 12.6491 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 704184 | -127665 | -232601 | -58539 | -140723 | -343328 |
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{ "first_band": { "type": "rma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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