Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430073.8608 | 304081.2689 | 125992.5919 | 287697.5052 | 48194.132 | 239503.3732 |
Total P&L (%) | 430.0739 | 304.0813 | 125.9926 | 287.6975 | 48.1941 | 239.5034 |
Avg Daily Profit (%) | 0.2697 | 0.1907 | 0.079 | 0.085 | 0.0247 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72309 | -88098 | -41060 | -356237 | -410260 | -98834 |
Profit Factor | 2.3538 | 2.5487 | 2.0384 | 1.3004 | 1.0769 | 1.7229 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 53.125 | 40.625 | 65.625 | 53.125 | 40.625 | 65.625 |
Ratio Avg Win / Avg Loss | 2.0769 | 3.725 | 1.0677 | 1.1474 | 1.574 | 0.9025 |
Largest Winning Trade | 341084 | 341084 | 68607 | 360057 | 360057 | 89984 |
Largest Losing Trade | -41060 | -38866 | -41060 | -236123 | -236123 | -78617 |
Avg Bars in Trades | 46 | 31 | 61 | 46 | 31 | 61 |
Avg Bars in Winners | 70 | 56 | 78 | 70 | 56 | 78 |
Avg Bars in Losers | 19 | 14 | 28 | 19 | 14 | 28 |
Bars Traded | 2969 | 1012 | 1957 | 2969 | 1012 | 1957 |
Profit Streak | 44.455 | 44.455 | 46.455 | 44.455 | 44.455 | 46.455 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128974 | 333975 | -81705 | -221035 | -299320 | -87086 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 193 } }, "second_band": { "type": "rma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 193 } }, "second_band": { "type": "rma", "factors": { "length": 37, "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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