Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269955.4247 | 197480.9307 | 72474.494 | 348998.9387 | 247250.271 | 101748.6678 |
Total P&L (%) | 269.9554 | 197.4809 | 72.4745 | 348.9989 | 247.2503 | 101.7487 |
Avg Daily Profit (%) | 0.2212 | 0.1618 | 0.0594 | 0.1231 | 0.102 | 0.0575 |
Buy And Hold Return (%) | 31.1858 | 31.1858 | 31.1858 | 31.1858 | 31.1858 | 31.1858 |
Max Trade Drawdown | -56560 | -46563 | -50341 | -291978 | -206426 | -262833 |
Profit Factor | 1.7467 | 2.3638 | 1.3344 | 1.247 | 1.4593 | 1.1163 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 51.3274 | 47.3684 | 55.3571 | 51.3274 | 47.3684 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.6564 | 2.6265 | 1.0761 | 1.1825 | 1.6214 | 0.9002 |
Largest Winning Trade | 102968 | 102968 | 44548 | 278216 | 278216 | 135778 |
Largest Losing Trade | -37111 | -16514 | -37111 | -212368 | -59429 | -212368 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 3516 | 1627 | 1888 | 3516 | 1627 | 1888 |
Profit Streak | 6.4087 | 6.4087 | 13.742 | 6.4087 | 6.4087 | 13.742 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459025 | -168757 | -296361 | -27261 | -234700 | -391544 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 107 } }, "second_band": { "type": "rma", "factors": { "length": 39, "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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