Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1348671.9387 | 1283028.5433 | 65643.3954 | 1040358.1664 | 705298.4721 | 335059.6944 |
Total P&L (%) | 1348.6719 | 1283.0285 | 65.6434 | 1040.3582 | 705.2985 | 335.0597 |
Avg Daily Profit (%) | 0.6823 | 0.6491 | 0.0332 | 0.1232 | 0.1056 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107799 | -51523 | -91727 | -953688 | -505544 | -534255 |
Profit Factor | 5.5572 | 10.4426 | 1.4101 | 1.596 | 1.8873 | 1.3524 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 40.678 | 50 | 31.0345 | 40.678 | 50 | 31.0345 |
Ratio Avg Win / Avg Loss | 8.1042 | 10.4426 | 3.1335 | 2.3275 | 1.8873 | 3.0054 |
Largest Winning Trade | 1285294 | 1285294 | 88315 | 780974 | 692059 | 780974 |
Largest Losing Trade | -27021 | -21033 | -27021 | -360292 | -256380 | -360292 |
Avg Bars in Trades | 125 | 111 | 140 | 125 | 111 | 140 |
Avg Bars in Winners | 248 | 190 | 344 | 248 | 190 | 344 |
Avg Bars in Losers | 41 | 31 | 49 | 41 | 31 | 49 |
Bars Traded | 7415 | 3331 | 4083 | 7415 | 3331 | 4083 |
Profit Streak | 586.6784 | 602.9284 | 0 | 586.6784 | 602.9284 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162456 | 767338 | -154382 | -207933 | -47116 | -99510 |
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{ "first_band": { "type": "rma", "factors": { "length": 216, "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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