Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491987.5273 | 619753.819 | -127766.2917 | -92123.2484 | 128211.3482 | -220334.5966 |
Total P&L (%) | 491.9875 | 619.7538 | -127.7663 | -92.1232 | 128.2113 | -220.3346 |
Avg Daily Profit (%) | 0.2661 | 0.3352 | -0.0691 | -0.1374 | 0.0446 | 0 |
Buy And Hold Return (%) | 66.6889 | 66.6889 | 66.6889 | 66.6889 | 66.6889 | 66.6889 |
Max Trade Drawdown | -338209 | -279605 | -120674 | -669663 | -639905 | -184340 |
Profit Factor | 1.6501 | 2.5653 | 0.646 | 0.9347 | 1.1327 | 0.5035 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 43.1818 | 43.9394 | 42.4242 | 43.1818 | 43.9394 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.1711 | 3.273 | 0.8767 | 1.2298 | 1.4451 | 0.6833 |
Largest Winning Trade | 746639 | 746639 | 31491 | 546169 | 546169 | 38357 |
Largest Losing Trade | -49733 | -49733 | -43714 | -332816 | -332816 | -134851 |
Avg Bars in Trades | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Winners | 51 | 41 | 62 | 51 | 41 | 62 |
Avg Bars in Losers | 29 | 35 | 24 | 29 | 35 | 24 |
Bars Traded | 5172 | 2496 | 2676 | 5172 | 2496 | 2676 |
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 | 324340 | -112730 | -708182 | -581413 | -342098 | -708182 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 230 } }, "second_band": { "type": "rma", "factors": { "length": 132, "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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