Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310094.6557 | 335834.8067 | -25740.151 | -68143.8904 | 178516.2578 | -246660.1482 |
Total P&L (%) | 310.0947 | 335.8348 | -25.7402 | -68.1439 | 178.5163 | -246.6601 |
Avg Daily Profit (%) | 0.1945 | 0.2107 | -0.0161 | -0.0717 | 0.0643 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162713 | -132097 | -114699 | -340379 | -230765 | -305169 |
Profit Factor | 1.4259 | 2.0238 | 0.9357 | 0.9463 | 1.3262 | 0.6581 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 51.049 | 46.4789 | 55.5556 | 51.049 | 46.4789 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3673 | 2.3304 | 0.7485 | 0.9074 | 1.5272 | 0.5265 |
Largest Winning Trade | 348151 | 348151 | 55598 | 156628 | 156628 | 46461 |
Largest Losing Trade | -63728 | -38615 | -63728 | -128296 | -128296 | -123360 |
Avg Bars in Trades | 43 | 28 | 57 | 43 | 28 | 57 |
Avg Bars in Winners | 52 | 33 | 68 | 52 | 33 | 68 |
Avg Bars in Losers | 33 | 23 | 44 | 33 | 23 | 44 |
Bars Traded | 6171 | 2020 | 4151 | 6171 | 2020 | 4151 |
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 | 321898 | -76491 | -659238 | -580263 | -193806 | -659238 |
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 29 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 29 } } }
# | 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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