Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1766632.2982 | 1615463.804 | 151168.4942 | 5130026.6617 | 464761.3714 | 4665265.2903 |
Total P&L (%) | 1766.6323 | 1615.4638 | 151.1685 | 5130.0267 | 464.7614 | 4665.2653 |
Avg Daily Profit (%) | 0.9525 | 0.871 | 0.0815 | 0.2136 | 0.0934 | 0.2086 |
Buy And Hold Return (%) | 43.3465 | 43.3465 | 43.3465 | 43.3465 | 43.3465 | 43.3465 |
Max Trade Drawdown | -72142 | -74187 | -52991 | -2960977 | -3566221 | -1791360 |
Profit Factor | 4.8651 | 7.278 | 1.7568 | 1.3128 | 1.0492 | 1.6703 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 29.078 | 22.5352 | 35.7143 | 29.078 | 22.5352 | 35.7143 |
Ratio Avg Win / Avg Loss | 11.866 | 25.0182 | 3.1622 | 3.2019 | 3.6067 | 3.0065 |
Largest Winning Trade | 1352556 | 1352556 | 64458 | 3834955 | 3834955 | 2665333 |
Largest Losing Trade | -19900 | -17776 | -19900 | -858927 | -858927 | -546890 |
Avg Bars in Trades | 38 | 29 | 46 | 38 | 29 | 46 |
Avg Bars in Winners | 110 | 105 | 113 | 110 | 105 | 113 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 5359 | 2117 | 3242 | 5359 | 2117 | 3242 |
Profit Streak | 0 | 0 | 39.7569 | 0 | 0 | 39.7569 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342946 | -105602 | -182943 | -2041 | -360912 | -88191 |
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{ "first_band": { "type": "rma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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