Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -186673.367 | 55208.0382 | -241881.4052 | 1929013.5847 | 475226.1014 | 1453787.4832 |
Total P&L (%) | -186.6734 | 55.208 | -241.8814 | 1929.0136 | 475.2261 | 1453.7875 |
Avg Daily Profit (%) | -0.1792 | 0.053 | -0.2322 | 0.2894 | 0.1681 | 0.2637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -404567 | -18958 | -398419 | -678480 | -168832 | -676159 |
Profit Factor | 0.7178 | 1.815 | 0.5926 | 1.9539 | 2.0454 | 1.9273 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 64 | 32 | 32 | 56 | 29 | 27 |
Losing Trades | 35 | 18 | 17 | 43 | 21 | 22 |
Profitability (%) | 64.6465 | 64 | 65.3061 | 56.5657 | 58 | 55.102 |
Ratio Avg Win / Avg Loss | 0.3925 | 1.0209 | 0.3148 | 1.5003 | 1.4812 | 1.5704 |
Largest Winning Trade | 28961 | 18248 | 28961 | 1055638 | 238427 | 1055638 |
Largest Losing Trade | -295175 | -11327 | -295175 | -444377 | -111302 | -444377 |
Avg Bars in Trades | 245 | 33 | 461 | 245 | 33 | 461 |
Avg Bars in Winners | 194 | 32 | 355 | 244 | 27 | 476 |
Avg Bars in Losers | 338 | 35 | 660 | 246 | 41 | 442 |
Bars Traded | 24277 | 1679 | 22598 | 24277 | 1679 | 22598 |
Profit Streak | 0 | 0 | 59.9505 | 0 | 0 | 59.9505 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578615 | -299034 | -578137 | 490598 | -168893 | 488160 |
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{ "first_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 159, "offset": 99 } } }
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# | 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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