Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525006.6747 | 513206.4688 | 11800.2059 | -27671.0645 | 779089.6467 | -806760.7112 |
Total P&L (%) | 525.0067 | 513.2065 | 11.8002 | -27.6711 | 779.0896 | -806.7607 |
Avg Daily Profit (%) | 0.218 | 0.2131 | 0.0049 | -0.0134 | 0.0903 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216111 | -137123 | -163571 | -1374409 | -798613 | -1261386 |
Profit Factor | 1.3949 | 1.7662 | 1.0179 | 0.9953 | 1.2864 | 0.7403 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 199 | 97 | 102 | 199 | 97 | 102 |
Losing Trades | 218 | 112 | 106 | 218 | 112 | 106 |
Profitability (%) | 47.7218 | 46.4115 | 49.0385 | 47.7218 | 46.4115 | 49.0385 |
Ratio Avg Win / Avg Loss | 1.5281 | 2.0393 | 1.0578 | 1.0903 | 1.4853 | 0.7694 |
Largest Winning Trade | 314945 | 314945 | 60894 | 645814 | 645814 | 459167 |
Largest Losing Trade | -64128 | -38744 | -64128 | -613324 | -320049 | -613324 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 14222 | 7668 | 6554 | 14222 | 7668 | 6554 |
Profit Streak | 0 | 0 | 14.0045 | 0 | 0 | 14.0045 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405365 | 383093 | -495657 | -577817 | -72855 | -579542 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } }, "second_band": { "type": "rma", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } }, "second_band": { "type": "rma", "factors": { "length": 164, "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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