Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307178.4097 | 138576.4571 | 168601.9526 | 170529.0406 | -132342.4386 | 302871.4793 |
Total P&L (%) | 307.1784 | 138.5765 | 168.602 | 170.529 | -132.3424 | 302.8715 |
Avg Daily Profit (%) | 0.208 | 0.0938 | 0.1142 | 0.0674 | 0 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101192 | -69884 | -41427 | -642789 | -554634 | -173986 |
Profit Factor | 1.739 | 1.5206 | 2.128 | 1.1266 | 0.8581 | 1.7306 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 51.8072 | 54.7619 | 48.7805 | 51.8072 | 54.7619 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.6177 | 1.2561 | 2.2344 | 1.048 | 0.7089 | 1.8171 |
Largest Winning Trade | 81594 | 81594 | 53641 | 250929 | 129663 | 250929 |
Largest Losing Trade | -67999 | -67999 | -35245 | -436968 | -436968 | -77991 |
Avg Bars in Trades | 32 | 41 | 23 | 32 | 41 | 23 |
Avg Bars in Winners | 31 | 19 | 44 | 31 | 19 | 44 |
Avg Bars in Losers | 34 | 67 | 4 | 34 | 67 | 4 |
Bars Traded | 2704 | 1724 | 980 | 2704 | 1724 | 980 |
Profit Streak | 52.0289 | 56.0289 | 52.0289 | 52.0289 | 56.0289 | 52.0289 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408728 | -64635 | -36153 | -183843 | -579135 | -63272 |
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{ "first_band": { "type": "rma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 180 } } }
# | 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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