Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376563.5435 | 419664.0887 | -43100.5452 | -45949.3374 | 546475.8234 | -592425.1608 |
Total P&L (%) | 376.5635 | 419.6641 | -43.1005 | -45.9493 | 546.4758 | -592.4252 |
Avg Daily Profit (%) | 0.2327 | 0.2594 | -0.0266 | -0.038 | 0.1154 | 0 |
Buy And Hold Return (%) | 21.6231 | 21.6231 | 21.6231 | 21.6231 | 21.6231 | 21.6231 |
Max Trade Drawdown | -145163 | -142778 | -214087 | -566166 | -246320 | -700099 |
Profit Factor | 1.2518 | 1.6049 | 0.9462 | 0.9859 | 1.3993 | 0.6876 |
Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
Winning Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Losing Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Profitability (%) | 48.2372 | 48.0769 | 48.3974 | 48.2372 | 48.0769 | 48.3974 |
Ratio Avg Win / Avg Loss | 1.3433 | 1.7333 | 1.0089 | 1.058 | 1.5112 | 0.7331 |
Largest Winning Trade | 107825 | 107825 | 42906 | 289526 | 289526 | 150469 |
Largest Losing Trade | -73941 | -49275 | -73941 | -179081 | -81213 | -179081 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 19026 | 10677 | 8348 | 19026 | 10677 | 8348 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369537 | 413799 | -578380 | -576536 | -36370 | -580047 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 220 } }, "second_band": { "type": "rma", "factors": { "length": 194, "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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